+89.6%
OTIS vs ALB
+56.0%
+33.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -2.9% | +1.1% | -3.9% | -3.0% |
| 30D | +16.1% | -2.6% | +18.7% | +16.4% |
| 3M | +6.7% | -25.6% | +32.3% | +11.1% |
| 6M | +6.0% | -54.0% | +60.0% | +18.1% |
| YTD | -9.8% | -31.6% | +21.8% | -7.1% |
| 1Y | -12.3% | -6.6% | -5.8% | -14.7% |
| 3Y | -0.2% | -14.0% | +13.8% | -7.4% |
| 5Y | +1.0% | -62.5% | +63.5% | +7.4% |
| All | +89.6% | +56.0% | +33.6% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling