+0.1%
OTIS vs PL
+560.8%
-560.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -2.9% | +13.4% | -16.2% | -3.1% |
| 30D | +16.1% | -10.2% | +26.3% | +16.3% |
| 3M | +6.7% | -39.5% | +46.2% | +7.8% |
| 6M | +6.0% | -65.7% | +71.7% | +8.3% |
| YTD | -9.8% | -27.3% | +17.5% | -10.4% |
| 1Y | -12.3% | +15.0% | -27.3% | -14.6% |
| All | +0.1% | +560.8% | -560.8% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling