+71.4%
OTIS vs IT
+107.9%
-36.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.4% | +5.8% | +0.1% |
| 7D | -0.8% | -9.1% | +8.4% | +1.3% |
| 30D | -4.7% | -7.0% | +2.3% | -3.4% |
| 3M | +1.2% | +7.6% | -6.4% | -1.8% |
| 6M | -20.5% | +2.1% | -22.6% | -22.5% |
| YTD | -18.4% | -31.6% | +13.1% | -12.4% |
| 1Y | -18.1% | -29.9% | +11.8% | -13.2% |
| 3Y | -10.6% | -51.3% | +40.7% | +2.2% |
| 5Y | -16.1% | -44.8% | +28.7% | -10.1% |
| All | +71.4% | +107.9% | -36.5% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling