+74.2%
OTIS vs ALB
+104.6%
-30.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.1% | +0.3% |
| 7D | -0.7% | -8.1% | +7.3% | +0.5% |
| 30D | -2.0% | +6.3% | -8.3% | -3.0% |
| 3M | +2.6% | -23.6% | +26.1% | +6.3% |
| 6M | -20.9% | -24.6% | +3.7% | -18.5% |
| YTD | -17.1% | -10.3% | -6.8% | -17.7% |
| 1Y | -15.9% | +61.5% | -77.4% | -25.6% |
| 3Y | -12.7% | -34.0% | +21.2% | -12.6% |
| 5Y | -15.7% | -44.6% | +28.9% | -16.0% |
| All | +74.2% | +104.6% | -30.4% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling