+91.2%
OTIS vs AR
+3,384.3%
-3,293.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.3% | -1.3% |
| 7D | +1.7% | -5.8% | +7.5% | +2.1% |
| 30D | +18.5% | +4.8% | +13.6% | +18.0% |
| 3M | +7.9% | +1.5% | +6.4% | +7.6% |
| 6M | +5.7% | +4.7% | +1.0% | +5.0% |
| YTD | -9.1% | +9.2% | -18.3% | -10.2% |
| 1Y | -11.6% | +11.2% | -22.7% | -12.9% |
| 3Y | +0.6% | +46.2% | -45.7% | -4.2% |
| 5Y | +1.8% | +98.1% | -96.2% | -6.1% |
| All | +91.2% | +3,384.3% | -3,293.1% | +48.4% |
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