-10.8%
OTIS vs ALLE
+15.5%
-26.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.2% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | +19.4% | +26.6% | -7.2% | +10.6% |
| 3M | +7.1% | +13.2% | -6.1% | +2.4% |
| 6M | +6.6% | +42.9% | -36.3% | -5.1% |
| YTD | -8.3% | +21.0% | -29.3% | -19.5% |
| All | -10.8% | +15.5% | -26.3% | -20.3% |
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