-11.5%
OTIS vs PL
-3.5%
-8.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.4% | -11.0% | -0.4% |
| 7D | +4.2% | -6.8% | +11.1% | +4.1% |
| 30D | +20.1% | -29.3% | +49.4% | +19.4% |
| 3M | +7.6% | -44.8% | +52.4% | +6.7% |
| 6M | +4.2% | -68.4% | +72.6% | +3.4% |
| YTD | -8.1% | -36.4% | +28.3% | -8.1% |
| 1Y | -11.5% | +0.7% | -12.2% | -11.1% |
| All | -11.5% | -3.5% | -8.0% | -11.1% |
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