+93.2%
OTIS vs ALLE
+111.0%
-17.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.3% |
| 7D | +4.2% | -0.6% | +4.8% | +4.5% |
| 30D | +20.1% | +25.3% | -5.2% | +8.9% |
| 3M | +7.6% | +10.3% | -2.7% | +2.9% |
| 6M | +4.2% | +38.0% | -33.9% | -9.9% |
| YTD | -8.1% | +17.8% | -25.9% | -15.5% |
| 1Y | -11.5% | +13.6% | -25.1% | -17.4% |
| 3Y | +3.8% | +89.2% | -85.4% | -24.7% |
| 5Y | +5.0% | +51.1% | -46.1% | -17.6% |
| All | +93.2% | +111.0% | -17.8% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling