+69.1%
OTIS vs OMC
+79.9%
-10.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +1.9% |
| 7D | -3.0% | -4.4% | +1.4% | -1.8% |
| 30D | -6.0% | -7.6% | +1.6% | -4.1% |
| 3M | -0.9% | +4.5% | -5.4% | -2.4% |
| 6M | -17.3% | -0.3% | -17.1% | -17.6% |
| YTD | -19.6% | -0.1% | -19.4% | -20.4% |
| 1Y | -21.0% | +4.6% | -25.7% | -23.2% |
| 3Y | -12.1% | +10.5% | -22.6% | -17.6% |
| 5Y | -17.1% | +31.7% | -48.8% | -27.7% |
| All | +69.1% | +79.9% | -10.8% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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