+91.2%
OTIS vs FIVE
+352.7%
-261.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.7% | +7.3% | -5.6% | +0.8% |
| 30D | +18.5% | +18.1% | +0.4% | +15.9% |
| 3M | +7.9% | +7.7% | +0.2% | +6.7% |
| 6M | +5.7% | +13.6% | -7.9% | +3.5% |
| YTD | -9.1% | +34.6% | -43.6% | -13.1% |
| 1Y | -11.6% | +66.2% | -77.8% | -17.9% |
| 3Y | +0.6% | +43.5% | -42.9% | -6.9% |
| 5Y | +1.8% | +20.7% | -18.8% | -6.4% |
| All | +91.2% | +352.7% | -261.5% | +57.7% |
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