-13.4%
OTIS vs ALK
-25.3%
+11.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -0.7% | -0.7% | -0.1% | -0.6% |
| 30D | -2.0% | -19.2% | +17.2% | +1.5% |
| 3M | +2.6% | -1.5% | +4.1% | +2.3% |
| 6M | -20.9% | -13.1% | -7.9% | -20.0% |
| YTD | -17.1% | -16.4% | -0.7% | -15.9% |
| 1Y | -15.9% | -33.1% | +17.2% | -11.6% |
| 3Y | -12.7% | +0.6% | -13.4% | -20.0% |
| All | -13.4% | -25.3% | +11.8% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling