+90.7%
OTIS vs ARWR
+130.7%
-40.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | -1.3% | -17.8% | +16.6% | +0.2% |
| 30D | +12.8% | -18.1% | +30.9% | +14.4% |
| 3M | +7.4% | -44.2% | +51.6% | +12.1% |
| 6M | +7.7% | -38.6% | +46.4% | +11.2% |
| YTD | -9.3% | -28.0% | +18.8% | -8.0% |
| 1Y | -12.1% | +16.1% | -28.2% | -15.0% |
| 3Y | +0.6% | +84.0% | -83.3% | -10.7% |
| 5Y | -1.1% | -35.4% | +34.3% | -7.2% |
| All | +90.7% | +130.7% | -40.0% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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