+69.6%
OTIS vs CAPR
+657.9%
-588.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.6% | -1.1% |
| 7D | -2.2% | -12.6% | +10.5% | -2.1% |
| 30D | -4.3% | +124.4% | -128.7% | -4.8% |
| 3M | -2.2% | -66.8% | +64.6% | -2.0% |
| 6M | -19.9% | -71.8% | +51.9% | -19.7% |
| YTD | -19.3% | -70.1% | +50.7% | -19.2% |
| 1Y | -19.6% | +33.3% | -52.9% | -21.0% |
| 3Y | -11.5% | +36.7% | -48.2% | -14.1% |
| 5Y | -16.8% | +72.5% | -89.2% | -19.7% |
| All | +69.6% | +657.9% | -588.3% | +74.3% |
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