+4.3%
OTIS vs ALLY
-9.5%
+13.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | +4.2% | +0.9% | +3.3% | +4.1% |
| 30D | +20.1% | +3.1% | +17.0% | +19.3% |
| 3M | +7.6% | -12.6% | +20.2% | +10.6% |
| 6M | +4.2% | -12.4% | +16.6% | +6.9% |
| YTD | -8.1% | -13.2% | +5.1% | -5.8% |
| 1Y | -11.5% | +1.8% | -13.3% | -12.4% |
| 3Y | +3.8% | +58.0% | -54.2% | -10.4% |
| All | +4.3% | -9.5% | +13.8% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling