-20.9%
OTIS vs GEN
+3.4%
-24.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -5.0% | -4.3% | -0.7% | -4.9% |
| 30D | -6.5% | +3.8% | -10.3% | -6.6% |
| 3M | -2.0% | +22.3% | -24.2% | -2.1% |
| 6M | -20.2% | +39.0% | -59.1% | -20.2% |
| YTD | -21.0% | +11.9% | -32.9% | -19.2% |
| 1Y | -20.9% | +4.5% | -25.4% | -17.4% |
| All | -20.9% | +3.4% | -24.3% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling