-10.6%
OTIS vs M
+120.4%
-131.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.3% |
| 7D | -0.8% | +2.4% | -3.1% | -1.0% |
| 30D | -4.7% | -11.6% | +6.9% | -3.5% |
| 3M | +1.2% | +1.6% | -0.4% | +0.9% |
| 6M | -20.5% | +25.2% | -45.7% | -22.7% |
| YTD | -18.4% | +3.8% | -22.2% | -19.1% |
| 1Y | -18.1% | +36.3% | -54.4% | -21.4% |
| 3Y | -10.6% | +116.3% | -126.9% | -22.5% |
| All | -10.6% | +120.4% | -131.0% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling