-11.5%
OTIS vs COMP
+16.2%
-27.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.7% | -11.4% | -1.6% |
| 7D | +4.2% | +13.4% | -9.2% | +3.0% |
| 30D | +20.1% | +11.1% | +9.0% | +18.8% |
| 3M | +7.6% | -18.8% | +26.4% | +9.0% |
| 6M | +4.2% | +10.5% | -6.3% | +2.3% |
| YTD | -8.1% | -3.4% | -4.7% | -9.6% |
| 1Y | -11.5% | +19.7% | -31.2% | -13.8% |
| All | -11.5% | +16.2% | -27.7% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling