-2.1%
OTIS vs COMP
-12.0%
+9.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | -0.3% |
| 7D | -3.0% | +8.9% | -11.9% | -3.8% |
| 30D | +14.0% | +14.0% | 0.0% | +12.5% |
| 3M | +4.9% | -21.1% | +26.0% | +6.7% |
| 6M | +5.4% | +20.1% | -14.7% | +2.9% |
| YTD | -10.2% | -5.0% | -5.2% | -11.3% |
| 1Y | -13.4% | +5.7% | -19.1% | -15.3% |
| 3Y | -0.7% | +412.2% | -413.0% | -19.7% |
| 5Y | -2.1% | -12.1% | +10.0% | -10.3% |
| All | -2.1% | -12.0% | +9.9% | -10.3% |
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