-9.4%
OTIS vs ALLE
+50.9%
-60.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -2.0% | -6.8% | +4.8% | +0.5% |
| 3M | +2.6% | +21.0% | -18.5% | -4.6% |
| 6M | -20.9% | +1.1% | -22.0% | -21.7% |
| YTD | -17.1% | -0.5% | -16.6% | -18.1% |
| 1Y | -15.9% | -7.3% | -8.6% | -14.8% |
| All | -9.4% | +50.9% | -60.3% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling