+66.1%
OTIS vs PODD
+2.7%
+63.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.7% |
| 7D | -5.0% | -10.6% | +5.5% | -3.6% |
| 30D | -6.5% | -6.9% | +0.4% | -5.6% |
| 3M | -2.0% | -10.6% | +8.7% | -0.9% |
| 6M | -20.2% | -43.5% | +23.3% | -14.5% |
| YTD | -21.0% | -52.6% | +31.6% | -13.4% |
| 1Y | -20.9% | -60.1% | +39.3% | -11.4% |
| 3Y | -13.3% | -21.7% | +8.3% | -14.8% |
| 5Y | -18.5% | -54.6% | +36.0% | -14.5% |
| All | +66.1% | +2.7% | +63.5% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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