-10.1%
OTIS vs PL
-0.6%
-9.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.4% | +10.2% | +3.7% |
| 7D | +9.5% | -11.7% | +21.2% | +9.2% |
| 30D | +21.1% | -27.1% | +48.2% | +20.5% |
| 3M | +9.0% | -44.6% | +53.6% | +8.2% |
| 6M | +6.4% | -67.2% | +73.6% | +5.6% |
| YTD | -7.1% | -35.9% | +28.7% | -7.2% |
| 1Y | -10.1% | -0.4% | -9.7% | -9.9% |
| All | -10.1% | -0.6% | -9.5% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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