+71.4%
OTIS vs ALK
+64.9%
+6.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -4.7% | -18.5% | +13.7% | -1.5% |
| 3M | +1.2% | -3.6% | +4.8% | +1.3% |
| 6M | -20.5% | -3.7% | -16.8% | -20.9% |
| YTD | -18.4% | -19.0% | +0.6% | -16.8% |
| 1Y | -18.1% | -36.0% | +17.9% | -13.3% |
| 3Y | -10.6% | +2.3% | -12.9% | -17.0% |
| 5Y | -16.1% | -27.8% | +11.7% | -18.2% |
| All | +71.4% | +64.9% | +6.5% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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