+92.7%
OTIS vs CAPR
+764.0%
-671.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.4% | -9.7% | -0.3% |
| 7D | +0.5% | +36.0% | -35.5% | +0.4% |
| 30D | +19.4% | +25.8% | -6.4% | +19.3% |
| 3M | +7.1% | +140.8% | -133.7% | +6.5% |
| 6M | +6.6% | -67.6% | +74.1% | +6.7% |
| YTD | -8.3% | -65.9% | +57.6% | -8.2% |
| 1Y | -11.6% | +66.1% | -77.7% | -13.3% |
| 3Y | +3.1% | +256.9% | -253.8% | -0.5% |
| 5Y | +2.5% | +172.1% | -169.6% | -1.4% |
| All | +92.7% | +764.0% | -671.3% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling