+74.2%
OTIS vs PODD
+12.4%
+61.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -0.7% | +1.6% | -2.4% | -1.0% |
| 30D | -2.0% | +10.7% | -12.7% | -3.4% |
| 3M | +2.6% | +0.7% | +1.8% | +2.0% |
| 6M | -20.9% | -39.3% | +18.4% | -16.1% |
| YTD | -17.1% | -48.1% | +31.0% | -10.3% |
| 1Y | -15.9% | -57.4% | +41.5% | -6.6% |
| 3Y | -12.7% | -23.3% | +10.5% | -13.5% |
| 5Y | -15.7% | -51.3% | +35.5% | -12.4% |
| All | +74.2% | +12.4% | +61.8% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling