+3.1%
OTIS vs M
+142.9%
-139.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.1% | -8.3% | -1.2% |
| 7D | +0.5% | +2.5% | -2.0% | +0.1% |
| 30D | +19.4% | +10.1% | +9.4% | +18.1% |
| 3M | +7.1% | -0.9% | +8.0% | +6.9% |
| 6M | +6.6% | +30.2% | -23.6% | +3.1% |
| YTD | -8.3% | +16.3% | -24.6% | -10.4% |
| 1Y | -11.6% | +27.0% | -38.6% | -14.5% |
| 3Y | +3.1% | +154.5% | -151.4% | -10.6% |
| All | +3.1% | +142.9% | -139.8% | -10.6% |
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