+74.2%
OTIS vs ALLY
+344.2%
-270.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -0.7% | +3.7% | -4.4% | -1.5% |
| 30D | -2.0% | -2.3% | +0.3% | -1.6% |
| 3M | +2.6% | +3.8% | -1.3% | +1.7% |
| 6M | -20.9% | +9.7% | -30.6% | -22.6% |
| YTD | -17.1% | -1.4% | -15.7% | -17.2% |
| 1Y | -15.9% | +8.2% | -24.1% | -17.8% |
| 3Y | -12.7% | +66.5% | -79.2% | -24.1% |
| 5Y | -15.7% | +1.2% | -16.9% | -20.9% |
| All | +74.2% | +344.2% | -270.0% | +26.4% |
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