-10.9%
OTIS vs PL
+454.1%
-465.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -0.7% | -9.3% | +8.6% | -0.5% |
| 30D | -2.0% | -18.9% | +16.9% | -1.5% |
| 3M | +2.6% | -58.4% | +60.9% | +4.8% |
| 6M | -20.9% | -30.3% | +9.4% | -21.0% |
| YTD | -17.1% | -8.1% | -9.0% | -18.1% |
| 1Y | -15.9% | +180.5% | -196.4% | -21.5% |
| All | -10.9% | +454.1% | -465.0% | -24.5% |
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