+69.1%
OTIS vs IT
+116.4%
-47.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.3% | -3.5% | +0.6% |
| 7D | -3.0% | -3.7% | +0.7% | -2.2% |
| 30D | -6.0% | +0.1% | -6.1% | -6.2% |
| 3M | -0.9% | +20.7% | -21.6% | -6.3% |
| 6M | -17.3% | +12.0% | -29.3% | -21.2% |
| YTD | -19.6% | -28.8% | +9.3% | -14.3% |
| 1Y | -21.0% | -25.5% | +4.5% | -17.5% |
| 3Y | -12.1% | -48.8% | +36.7% | -0.8% |
| 5Y | -17.1% | -42.7% | +25.7% | -11.9% |
| All | +69.1% | +116.4% | -47.3% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling