-18.5%
OTIS vs OMC
+31.0%
-49.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.4% |
| 7D | -5.0% | -6.2% | +1.2% | -3.4% |
| 30D | -6.5% | -7.6% | +1.1% | -4.6% |
| 3M | -2.0% | +7.4% | -9.3% | -4.1% |
| 6M | -20.2% | +0.1% | -20.3% | -20.5% |
| YTD | -21.0% | +0.4% | -21.4% | -21.7% |
| 1Y | -20.9% | +7.8% | -28.6% | -23.6% |
| 3Y | -13.3% | +11.8% | -25.2% | -19.7% |
| 5Y | -18.5% | +32.5% | -51.0% | -31.8% |
| All | -18.5% | +31.0% | -49.5% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling