+69.6%
OTIS vs AR
+3,522.2%
-3,452.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.2% | -1.2% | -1.0% | -2.1% |
| 30D | -4.3% | +5.5% | -9.9% | -4.7% |
| 3M | -2.2% | +12.9% | -15.0% | -3.1% |
| 6M | -19.9% | +0.1% | -20.0% | -20.1% |
| YTD | -19.3% | +13.5% | -32.9% | -20.4% |
| 1Y | -19.6% | +21.6% | -41.1% | -21.2% |
| 3Y | -11.5% | +46.0% | -57.5% | -15.6% |
| 5Y | -16.8% | +143.7% | -160.5% | -24.3% |
| All | +69.6% | +3,522.2% | -3,452.7% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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