+7.4%
OTIS vs IT
+6.3%
+1.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.9% |
| 7D | -1.3% | +1.1% | -2.4% | -1.5% |
| 30D | +12.8% | -1.8% | +14.6% | +13.5% |
| 3M | +7.4% | +4.8% | +2.5% | +6.5% |
| All | +7.4% | +6.3% | +1.1% | +6.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling