+74.2%
OTIS vs COO
+11.5%
+62.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -0.7% | -2.2% | +1.5% | -0.1% |
| 30D | -2.0% | -7.0% | +5.0% | +0.1% |
| 3M | +2.6% | +12.2% | -9.6% | -1.1% |
| 6M | -20.9% | -15.1% | -5.8% | -17.3% |
| YTD | -17.1% | -15.1% | -2.0% | -13.4% |
| 1Y | -15.9% | +2.3% | -18.2% | -17.3% |
| 3Y | -12.7% | -23.7% | +10.9% | -8.4% |
| 5Y | -15.7% | -38.9% | +23.2% | -7.6% |
| All | +74.2% | +11.5% | +62.7% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 all: compounded portfolio wealth divided by compounded COO 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…
all analysis · Full analysis span regression · 6 months rolling