+66.1%
OTIS vs M
+307.3%
-241.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.7% | -1.5% |
| 7D | -5.0% | -8.8% | +3.7% | -4.0% |
| 30D | -6.5% | -16.4% | +9.9% | -4.5% |
| 3M | -2.0% | -10.8% | +8.9% | -0.8% |
| 6M | -20.2% | +16.1% | -36.3% | -21.9% |
| YTD | -21.0% | -5.3% | -15.7% | -21.0% |
| 1Y | -20.9% | +24.9% | -45.7% | -23.6% |
| 3Y | -13.3% | +97.5% | -110.9% | -23.1% |
| 5Y | -18.5% | +20.4% | -38.9% | -25.3% |
| All | +66.1% | +307.3% | -241.2% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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