+23.3%
OTIS vs COMP
-53.0%
+76.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | -0.2% |
| 7D | +1.7% | +7.2% | -5.5% | +1.0% |
| 30D | +18.5% | +6.4% | +12.1% | +17.6% |
| 3M | +7.9% | -19.4% | +27.3% | +9.5% |
| 6M | +5.7% | +14.6% | -8.9% | +3.7% |
| YTD | -9.1% | -5.5% | -3.6% | -10.1% |
| 1Y | -11.6% | +13.7% | -25.2% | -14.1% |
| 3Y | +0.6% | +409.7% | -409.1% | -18.0% |
| 5Y | +1.8% | -17.0% | +18.9% | -9.3% |
| All | +23.3% | -53.0% | +76.3% | +15.9% |
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