+91.2%
OTIS vs P
+1,084.4%
-993.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +1.7% | -13.3% | +15.0% | +2.4% |
| 30D | +18.5% | -34.0% | +52.5% | +21.1% |
| 3M | +7.9% | +4.1% | +3.8% | +6.4% |
| 6M | +5.7% | +30.5% | -24.8% | +1.7% |
| YTD | -9.1% | +52.2% | -61.2% | -14.2% |
| 1Y | -11.6% | +10.3% | -21.9% | -14.4% |
| 3Y | +0.6% | +180.9% | -180.3% | -16.9% |
| 5Y | +1.8% | +259.7% | -257.9% | -20.2% |
| All | +91.2% | +1,084.4% | -993.3% | +40.6% |
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