+24.3%
OTIS vs COMP
-49.2%
+73.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.7% |
| 7D | +0.5% | +14.5% | -14.0% | -0.7% |
| 30D | +19.4% | +14.9% | +4.5% | +17.8% |
| 3M | +7.1% | -14.2% | +21.3% | +8.1% |
| 6M | +6.6% | +23.7% | -17.2% | +3.9% |
| YTD | -8.3% | +2.1% | -10.4% | -9.9% |
| 1Y | -11.6% | +26.2% | -37.8% | -14.8% |
| 3Y | +3.1% | +470.9% | -467.8% | -16.8% |
| 5Y | +2.5% | -14.0% | +16.5% | -9.1% |
| All | +24.3% | -49.2% | +73.5% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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