-11.8%
OTIS vs ALB
-29.2%
+17.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.8% |
| 7D | -2.2% | -8.6% | +6.4% | -1.4% |
| 30D | -4.3% | -4.0% | -0.3% | -4.1% |
| 3M | -2.2% | -17.4% | +15.2% | -0.8% |
| 6M | -19.9% | -25.4% | +5.5% | -18.4% |
| YTD | -19.3% | -10.5% | -8.8% | -19.9% |
| 1Y | -19.6% | +75.8% | -95.4% | -26.9% |
| All | -11.8% | -29.2% | +17.4% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling