+4.3%
OTIS vs COMP
-17.6%
+21.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.2% |
| 6M | +4.2% | +10.5% | -6.3% | +2.5% |
| YTD | -8.1% | -3.4% | -4.7% | -9.3% |
| 1Y | -11.5% | +19.7% | -31.2% | -14.4% |
| 3Y | +3.8% | +381.6% | -377.8% | -15.5% |
| All | +4.3% | -17.6% | +21.9% | -3.1% |
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 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