+90.7%
OTIS vs PODD
+16.2%
+74.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | -1.3% | +4.1% | -5.4% | -1.8% |
| 30D | +12.8% | +13.9% | -1.1% | +10.7% |
| 3M | +7.4% | +4.1% | +3.3% | +6.6% |
| 6M | +7.7% | +2.4% | +5.3% | +6.6% |
| YTD | -9.3% | -46.4% | +37.1% | -2.3% |
| 1Y | -12.1% | -54.2% | +42.1% | -3.4% |
| 3Y | +0.6% | -6.9% | +7.5% | -3.2% |
| 5Y | -1.1% | -51.6% | +50.5% | +2.8% |
| All | +90.7% | +16.2% | +74.5% | +59.0% |
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 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