-6.1%
OTIS vs MNDY
-53.2%
+47.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.9% |
| 7D | -2.2% | -14.1% | +12.0% | -1.2% |
| 30D | -4.3% | -8.5% | +4.2% | -3.9% |
| 3M | -2.2% | -2.5% | +0.4% | -2.3% |
| 6M | -19.9% | +0.1% | -20.0% | -20.5% |
| YTD | -19.3% | -45.0% | +25.7% | -16.7% |
| 1Y | -19.6% | -58.1% | +38.5% | -15.5% |
| 3Y | -11.5% | -52.6% | +41.1% | -10.6% |
| 5Y | -16.8% | -79.3% | +62.5% | -19.5% |
| All | -6.1% | -53.2% | +47.0% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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