+69.6%
OTIS vs ALLY
+324.9%
-255.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -2.2% | -1.9% | -0.2% | -1.8% |
| 30D | -4.3% | -4.5% | +0.2% | -3.5% |
| 3M | -2.2% | -2.8% | +0.7% | -1.7% |
| 6M | -19.9% | +10.3% | -30.2% | -21.7% |
| YTD | -19.3% | -5.7% | -13.6% | -18.7% |
| 1Y | -19.6% | +3.9% | -23.5% | -20.7% |
| 3Y | -11.5% | +64.7% | -76.2% | -22.9% |
| 5Y | -16.8% | -2.6% | -14.2% | -21.3% |
| All | +69.6% | +324.9% | -255.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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