-13.4%
OTIS vs FIVE
+31.2%
-44.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.0% |
| 7D | -0.7% | +4.3% | -5.0% | -1.3% |
| 30D | -2.0% | +12.5% | -14.5% | -3.6% |
| 3M | +2.6% | +31.2% | -28.7% | -1.2% |
| 6M | -20.9% | +14.4% | -35.3% | -22.7% |
| YTD | -17.1% | +33.9% | -51.0% | -20.8% |
| 1Y | -15.9% | +65.1% | -81.0% | -22.1% |
| 3Y | -12.7% | +49.0% | -61.7% | -18.9% |
| All | -13.4% | +31.2% | -44.7% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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