+12.9%
OTIS vs PL
+46.6%
-33.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.5% | -14.7% | -0.8% |
| 7D | +0.5% | +10.9% | -10.4% | 0.0% |
| 30D | +19.4% | -16.4% | +35.8% | +20.1% |
| 3M | +7.1% | -39.9% | +47.1% | +9.2% |
| 6M | +6.6% | -63.2% | +69.8% | +10.6% |
| YTD | -8.3% | -27.1% | +18.8% | -9.2% |
| 1Y | -11.6% | +12.2% | -23.8% | -15.1% |
| 3Y | +3.1% | +584.3% | -581.2% | -18.8% |
| 5Y | +2.5% | +37.0% | -34.5% | -14.2% |
| All | +12.9% | +46.6% | -33.8% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling