+89.6%
OTIS vs ALLE
+117.5%
-27.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.2% |
| 7D | -2.9% | -0.8% | -2.0% | -2.6% |
| 30D | +16.1% | +27.4% | -11.3% | +4.5% |
| 3M | +6.7% | +13.8% | -7.1% | +0.7% |
| 6M | +6.0% | +45.5% | -39.5% | -10.4% |
| YTD | -9.8% | +21.4% | -31.2% | -18.2% |
| 1Y | -12.3% | +15.4% | -27.7% | -18.8% |
| 3Y | -0.2% | +91.7% | -91.9% | -28.0% |
| 5Y | +1.0% | +54.5% | -53.6% | -21.5% |
| All | +89.6% | +117.5% | -27.9% | +25.8% |
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