+71.4%
OTIS vs P
+1,074.7%
-1,003.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -1.7% |
| 7D | -0.8% | +7.8% | -8.6% | -1.3% |
| 30D | -4.7% | +12.3% | -17.1% | -5.8% |
| 3M | +1.2% | +37.1% | -35.9% | -1.8% |
| 6M | -20.5% | +66.1% | -86.6% | -24.5% |
| YTD | -18.4% | +50.9% | -69.4% | -22.3% |
| 1Y | -18.1% | +27.2% | -45.3% | -21.3% |
| 3Y | -10.6% | +158.7% | -169.2% | -24.6% |
| 5Y | -16.1% | +291.1% | -307.2% | -34.3% |
| All | +71.4% | +1,074.7% | -1,003.3% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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