+66.1%
OTIS vs ARWR
+299.6%
-233.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -5.0% | -4.3% | -0.7% | -4.7% |
| 30D | -6.5% | -7.3% | +0.8% | -5.9% |
| 3M | -2.0% | +17.0% | -19.0% | -3.6% |
| 6M | -20.2% | +39.8% | -60.0% | -22.9% |
| YTD | -21.0% | +24.7% | -45.6% | -23.1% |
| 1Y | -20.9% | +186.5% | -207.3% | -29.0% |
| 3Y | -13.3% | +176.8% | -190.1% | -25.2% |
| 5Y | -18.5% | +29.3% | -47.9% | -27.5% |
| All | +66.1% | +299.6% | -233.5% | +19.2% |
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