+93.2%
OTIS vs AR
+3,240.7%
-3,147.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.6% |
| 7D | +4.2% | -14.3% | +18.5% | +5.3% |
| 30D | +20.1% | +1.4% | +18.7% | +19.9% |
| 3M | +7.6% | +3.4% | +4.2% | +7.2% |
| 6M | +4.2% | -2.1% | +6.2% | +4.0% |
| YTD | -8.1% | +4.7% | -12.8% | -9.0% |
| 1Y | -11.5% | +10.6% | -22.1% | -12.8% |
| 3Y | +3.8% | +24.6% | -20.8% | +0.1% |
| 5Y | +5.0% | +71.9% | -66.9% | -2.3% |
| All | +93.2% | +3,240.7% | -3,147.5% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling