-16.1%
OTIS vs AR
+140.6%
-156.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | -0.8% | -1.8% | +1.1% | -0.6% |
| 30D | -4.7% | +12.6% | -17.3% | -5.6% |
| 3M | +1.2% | +10.0% | -8.8% | +0.4% |
| 6M | -20.5% | +0.6% | -21.2% | -20.8% |
| YTD | -18.4% | +13.4% | -31.9% | -19.7% |
| 1Y | -18.1% | +21.7% | -39.8% | -20.1% |
| 3Y | -10.6% | +45.8% | -56.4% | -15.7% |
| 5Y | -16.1% | +144.3% | -160.3% | -25.6% |
| All | -16.1% | +140.6% | -156.7% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling