+66.1%
OTIS vs GNRC
+109.0%
-42.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.5% | -1.6% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | -6.5% | -15.8% | +9.4% | -4.1% |
| 3M | -2.0% | -24.0% | +22.1% | +1.5% |
| 6M | -20.2% | -13.8% | -6.4% | -19.5% |
| YTD | -21.0% | +33.2% | -54.2% | -26.2% |
| 1Y | -20.9% | -1.8% | -19.1% | -22.7% |
| 3Y | -13.3% | +57.7% | -71.1% | -24.0% |
| 5Y | -18.5% | -59.7% | +41.2% | -12.9% |
| All | +66.1% | +109.0% | -42.8% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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