-16.8%
OTIS vs ARWR
+25.7%
-42.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.8% |
| 7D | -2.2% | -3.2% | +1.0% | -1.9% |
| 30D | -4.3% | -6.5% | +2.1% | -3.8% |
| 3M | -2.2% | +12.7% | -14.9% | -3.6% |
| 6M | -19.9% | +36.2% | -56.1% | -22.6% |
| YTD | -19.3% | +24.5% | -43.8% | -21.6% |
| 1Y | -19.6% | +198.0% | -217.5% | -28.8% |
| 3Y | -11.5% | +176.4% | -187.9% | -24.8% |
| 5Y | -16.8% | +26.6% | -43.3% | -27.5% |
| All | -16.8% | +25.7% | -42.4% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling