+90.7%
OTIS vs CAPR
+736.0%
-645.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.9% | +8.0% | +1.1% |
| 7D | -1.3% | +5.9% | -7.2% | -1.3% |
| 30D | +12.8% | +44.6% | -31.8% | +12.5% |
| 3M | +7.4% | +126.4% | -119.0% | +6.8% |
| 6M | +7.7% | -68.6% | +76.3% | +7.9% |
| YTD | -9.3% | -67.0% | +57.7% | -9.2% |
| 1Y | -12.1% | +65.2% | -77.3% | -13.8% |
| 3Y | +0.6% | +235.6% | -234.9% | -2.9% |
| 5Y | -1.1% | +175.4% | -176.5% | -4.8% |
| All | +90.7% | +736.0% | -645.2% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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