+92.7%
OTIS vs FIVE
+353.1%
-260.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | -1.0% |
| 7D | +0.5% | +6.2% | -5.7% | -0.3% |
| 30D | +19.4% | +18.2% | +1.3% | +16.9% |
| 3M | +7.1% | +3.8% | +3.3% | +6.4% |
| 6M | +6.6% | +13.7% | -7.2% | +4.3% |
| YTD | -8.3% | +34.7% | -43.0% | -12.4% |
| 1Y | -11.6% | +66.6% | -78.2% | -17.9% |
| 3Y | +3.1% | +44.3% | -41.2% | -4.6% |
| 5Y | +2.5% | +18.8% | -16.3% | -5.7% |
| All | +92.7% | +353.1% | -260.4% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling