+92.7%
OTIS vs ARWR
+137.8%
-45.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -15.3% | +15.1% | +1.0% |
| 7D | +0.5% | -17.3% | +17.9% | +1.9% |
| 30D | +19.4% | -21.5% | +41.0% | +21.6% |
| 3M | +7.1% | -43.8% | +50.9% | +11.8% |
| 6M | +6.6% | -32.3% | +38.8% | +9.1% |
| YTD | -8.3% | -25.8% | +17.5% | -7.2% |
| 1Y | -11.6% | +25.5% | -37.1% | -15.1% |
| 3Y | +3.1% | +84.1% | -81.0% | -8.4% |
| 5Y | +2.5% | -39.2% | +41.7% | -3.5% |
| All | +92.7% | +137.8% | -45.0% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling