+69.6%
OTIS vs ITOT
+250.8%
-181.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.7% |
| 7D | -2.2% | -0.4% | -1.8% | -1.9% |
| 30D | -4.3% | -1.6% | -2.7% | -3.3% |
| 3M | -2.2% | +3.5% | -5.7% | -4.6% |
| 6M | -19.9% | +13.1% | -33.0% | -26.7% |
| YTD | -19.3% | +12.7% | -32.1% | -26.1% |
| 1Y | -19.6% | +18.3% | -37.9% | -28.9% |
| 3Y | -11.5% | +76.4% | -87.9% | -42.8% |
| 5Y | -16.8% | +73.8% | -90.5% | -46.0% |
| All | +69.6% | +250.8% | -181.2% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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