+69.1%
OTIS vs GDDY
+137.1%
-68.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.5% |
| 7D | -3.0% | -3.2% | +0.2% | -2.5% |
| 30D | -6.0% | +6.8% | -12.8% | -7.3% |
| 3M | -0.9% | +30.5% | -31.3% | -6.2% |
| 6M | -17.3% | +13.3% | -30.7% | -20.2% |
| YTD | -19.6% | -21.0% | +1.4% | -17.3% |
| 1Y | -21.0% | -34.0% | +13.0% | -16.0% |
| 3Y | -12.1% | +33.1% | -45.2% | -20.1% |
| 5Y | -17.1% | +30.3% | -47.4% | -24.8% |
| All | +69.1% | +137.1% | -68.0% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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