+66.1%
OTIS vs INVH
+73.4%
-7.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.2% |
| 7D | -5.0% | -3.1% | -1.9% | -3.9% |
| 30D | -6.5% | -7.5% | +1.0% | -3.7% |
| 3M | -2.0% | -6.3% | +4.3% | +0.5% |
| 6M | -20.2% | +9.4% | -29.6% | -22.9% |
| YTD | -21.0% | +1.4% | -22.4% | -21.7% |
| 1Y | -20.9% | -4.1% | -16.8% | -20.0% |
| 3Y | -13.3% | -9.2% | -4.1% | -11.6% |
| 5Y | -18.5% | -19.6% | +1.1% | -13.8% |
| All | +66.1% | +73.4% | -7.3% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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