-4.6%
OTIS vs BOXX
+18.5%
-23.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | -3.0% | +0.1% | -3.0% | -3.0% |
| 30D | -6.0% | +0.3% | -6.3% | -6.0% |
| 3M | -0.9% | +1.0% | -1.9% | -0.6% |
| 6M | -17.3% | +1.9% | -19.3% | -16.2% |
| YTD | -19.6% | +2.7% | -22.2% | -17.9% |
| 1Y | -21.0% | +4.0% | -25.1% | -18.8% |
| 3Y | -12.1% | +14.7% | -26.7% | +10.7% |
| All | -4.6% | +18.5% | -23.1% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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