-18.7%
OTIS vs P
+27.2%
-45.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -1.6% |
| 7D | -0.8% | +7.8% | -8.6% | -0.6% |
| 30D | -4.7% | +12.3% | -17.1% | -4.4% |
| 3M | +1.2% | +37.1% | -35.9% | +2.2% |
| 6M | -20.5% | +66.1% | -86.6% | -19.5% |
| YTD | -18.4% | +50.9% | -69.4% | -17.6% |
| All | -18.7% | +27.2% | -45.8% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling