+89.6%
OTIS vs CAPR
+884.2%
-794.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +26.5% | -27.3% | -0.9% |
| 7D | -2.9% | +25.8% | -28.7% | -3.0% |
| 30D | +16.1% | +50.2% | -34.1% | +15.8% |
| 3M | +6.7% | +185.5% | -178.7% | +6.0% |
| 6M | +6.0% | -64.8% | +70.8% | +6.1% |
| YTD | -9.8% | -61.1% | +51.3% | -9.8% |
| 1Y | -12.3% | +81.0% | -93.3% | -14.1% |
| 3Y | -0.2% | +300.7% | -301.0% | -3.9% |
| 5Y | +1.0% | +223.3% | -222.4% | -2.9% |
| All | +89.6% | +884.2% | -794.6% | +94.5% |
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