+71.4%
OTIS vs INDA
+129.5%
-58.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.9% |
| 7D | -0.8% | -1.0% | +0.2% | -0.3% |
| 30D | -4.7% | -2.5% | -2.2% | -3.7% |
| 3M | +1.2% | +4.0% | -2.8% | -0.5% |
| 6M | -20.5% | -1.8% | -18.7% | -20.0% |
| YTD | -18.4% | -9.2% | -9.3% | -15.1% |
| 1Y | -18.1% | -7.2% | -10.9% | -15.7% |
| 3Y | -10.6% | +9.8% | -20.4% | -15.5% |
| 5Y | -16.1% | +7.5% | -23.6% | -20.6% |
| All | +71.4% | +129.5% | -58.1% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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