+71.4%
OTIS vs OMC
+84.7%
-13.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | -0.8% | -5.8% | +5.0% | +0.8% |
| 30D | -4.7% | -4.8% | +0.1% | -3.5% |
| 3M | +1.2% | +9.2% | -8.0% | -1.5% |
| 6M | -20.5% | -2.5% | -18.0% | -20.3% |
| YTD | -18.4% | +2.6% | -21.0% | -19.8% |
| 1Y | -18.1% | +5.9% | -24.0% | -20.6% |
| 3Y | -10.6% | +14.2% | -24.8% | -17.0% |
| 5Y | -16.1% | +33.2% | -49.3% | -27.0% |
| All | +71.4% | +84.7% | -13.3% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling