+4.3%
OTIS vs ALK
-34.8%
+39.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +4.2% | +9.0% | -4.8% | +2.7% |
| 30D | +20.1% | -1.6% | +21.8% | +20.2% |
| 3M | +7.6% | -23.2% | +30.8% | +12.1% |
| 6M | +4.2% | -3.9% | +8.1% | +3.8% |
| YTD | -8.1% | -22.6% | +14.5% | -5.8% |
| 1Y | -11.5% | -5.3% | -6.2% | -12.9% |
| 3Y | +3.8% | +18.6% | -14.8% | -11.1% |
| All | +4.3% | -34.8% | +39.1% | +3.1% |
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