+92.7%
OTIS vs ALLY
+295.0%
-202.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.4% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +19.4% | +3.4% | +16.0% | +18.6% |
| 3M | +7.1% | -11.1% | +18.2% | +9.6% |
| 6M | +6.6% | -11.5% | +18.0% | +9.0% |
| YTD | -8.3% | -12.3% | +4.0% | -6.3% |
| 1Y | -11.6% | +1.1% | -12.7% | -12.3% |
| 3Y | +3.1% | +64.8% | -61.7% | -10.2% |
| 5Y | +2.5% | -6.9% | +9.3% | -2.1% |
| All | +92.7% | +295.0% | -202.3% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling