-16.8%
OTIS vs IT
-46.4%
+29.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | -2.2% | -9.1% | +7.0% | -0.4% |
| 30D | -4.3% | -12.2% | +7.8% | -2.0% |
| 3M | -2.2% | +7.8% | -10.0% | -4.7% |
| 6M | -19.9% | +2.0% | -21.9% | -21.6% |
| YTD | -19.3% | -32.7% | +13.4% | -13.0% |
| 1Y | -19.6% | -31.1% | +11.5% | -14.4% |
| 3Y | -11.5% | -52.1% | +40.6% | +0.8% |
| All | -16.8% | -46.4% | +29.5% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling