+74.2%
OTIS vs GEN
+112.3%
-38.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | -0.7% | -1.2% | +0.5% | -0.5% |
| 30D | -2.0% | +10.1% | -12.1% | -3.9% |
| 3M | +2.6% | +16.1% | -13.5% | -0.6% |
| 6M | -20.9% | +38.9% | -59.8% | -26.5% |
| YTD | -17.1% | +14.4% | -31.5% | -19.8% |
| 1Y | -15.9% | +5.9% | -21.8% | -17.2% |
| 3Y | -12.7% | +58.8% | -71.5% | -22.8% |
| 5Y | -15.7% | +24.7% | -40.4% | -23.0% |
| All | +74.2% | +112.3% | -38.1% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling