+71.4%
OTIS vs ALLE
+77.0%
-5.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -0.8% | +2.8% | -3.6% | -1.9% |
| 30D | -4.7% | -7.6% | +2.9% | -1.5% |
| 3M | +1.2% | +22.8% | -21.5% | -7.8% |
| 6M | -20.5% | +4.6% | -25.1% | -22.6% |
| YTD | -18.4% | -1.2% | -17.2% | -19.0% |
| 1Y | -18.1% | -9.1% | -8.9% | -15.8% |
| 3Y | -10.6% | +50.0% | -60.5% | -28.0% |
| 5Y | -16.1% | +15.2% | -31.3% | -26.3% |
| All | +71.4% | +77.0% | -5.6% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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