-10.1%
OTIS vs AUR
-17.4%
+7.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.4% | +8.3% | +3.8% |
| 7D | +9.5% | -19.8% | +29.3% | +9.1% |
| 30D | +21.1% | -29.0% | +50.2% | +20.6% |
| 3M | +9.0% | -43.6% | +52.6% | +8.6% |
| 6M | +6.4% | -36.6% | +43.1% | +5.9% |
| YTD | -7.1% | +6.3% | -13.4% | -8.0% |
| 1Y | -10.1% | -9.0% | -1.1% | -11.2% |
| All | -10.1% | -17.4% | +7.3% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling