+74.2%
OTIS vs AR
+3,549.1%
-3,474.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.7% | +2.5% | -3.2% | -0.9% |
| 30D | -2.0% | +14.8% | -16.8% | -2.9% |
| 3M | +2.6% | +6.2% | -3.7% | +2.0% |
| 6M | -20.9% | +4.3% | -25.2% | -21.4% |
| YTD | -17.1% | +14.4% | -31.5% | -18.3% |
| 1Y | -15.9% | +21.3% | -37.2% | -17.6% |
| 3Y | -12.7% | +39.8% | -52.5% | -16.5% |
| 5Y | -15.7% | +142.1% | -157.8% | -23.3% |
| All | +74.2% | +3,549.1% | -3,474.8% | +35.0% |
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 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