-9.4%
OTIS vs AR
+46.7%
-56.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -0.7% | +2.5% | -3.2% | -0.8% |
| 30D | -2.0% | +14.8% | -16.8% | -2.3% |
| 3M | +2.6% | +6.2% | -3.7% | +2.5% |
| 6M | -20.9% | +4.3% | -25.2% | -21.0% |
| YTD | -17.1% | +14.4% | -31.5% | -17.7% |
| 1Y | -15.9% | +21.3% | -37.2% | -17.0% |
| All | -9.4% | +46.7% | -56.1% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling