-13.4%
OTIS vs ALLE
+14.3%
-27.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | -3.0% | +1.6% | -4.5% | -3.5% |
| 30D | +14.0% | +24.1% | -10.1% | +6.2% |
| 3M | +4.9% | +14.8% | -9.9% | -0.1% |
| 6M | +5.4% | +45.9% | -40.5% | -6.7% |
| YTD | -10.2% | +20.7% | -31.0% | -21.1% |
| 1Y | -13.4% | +14.2% | -27.6% | -22.6% |
| All | -13.4% | +14.3% | -27.7% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling