-13.4%
OTIS vs COMP
-31.2%
+17.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -0.7% | +1.4% | -2.1% | -0.9% |
| 30D | -2.0% | -13.3% | +11.3% | -0.9% |
| 3M | +2.6% | +41.1% | -38.6% | -0.8% |
| 6M | -20.9% | +17.2% | -38.1% | -22.8% |
| YTD | -17.1% | +5.2% | -22.3% | -18.6% |
| 1Y | -15.9% | +18.9% | -34.8% | -18.6% |
| 3Y | -12.7% | +215.9% | -228.7% | -25.8% |
| All | -13.4% | -31.2% | +17.8% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling