+89.6%
OTIS vs ARWR
+138.3%
-48.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -2.9% | -19.9% | +17.1% | -1.3% |
| 30D | +16.1% | -18.7% | +34.8% | +17.8% |
| 3M | +6.7% | -44.7% | +51.4% | +11.6% |
| 6M | +6.0% | -36.5% | +42.5% | +9.1% |
| YTD | -9.8% | -25.7% | +15.9% | -8.7% |
| 1Y | -12.3% | +18.9% | -31.3% | -15.4% |
| 3Y | -0.2% | +83.1% | -83.3% | -11.4% |
| 5Y | +1.0% | -34.9% | +35.8% | -5.4% |
| All | +89.6% | +138.3% | -48.7% | +41.5% |
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