-20.9%
OTIS vs M
+25.2%
-46.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.7% | -1.6% |
| 7D | -5.0% | -8.8% | +3.7% | -4.1% |
| 30D | -6.5% | -16.4% | +9.9% | -4.9% |
| 3M | -2.0% | -10.8% | +8.9% | -0.9% |
| 6M | -20.2% | +16.1% | -36.3% | -21.5% |
| YTD | -21.0% | -5.3% | -15.7% | -20.4% |
| 1Y | -20.9% | +24.9% | -45.7% | -22.7% |
| All | -20.9% | +25.2% | -46.0% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling