+91.2%
OTIS vs PR
+8,687.7%
-8,596.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +1.7% | -9.5% | +11.2% | +2.3% |
| 30D | +18.5% | -5.7% | +24.2% | +18.8% |
| 3M | +7.9% | +3.0% | +4.9% | +7.5% |
| 6M | +5.7% | +11.8% | -6.1% | +4.6% |
| YTD | -9.1% | +58.5% | -67.5% | -12.3% |
| 1Y | -11.6% | +69.9% | -81.5% | -15.1% |
| 3Y | +0.6% | +84.9% | -84.3% | -4.8% |
| 5Y | +1.8% | +246.4% | -244.6% | -8.7% |
| All | +91.2% | +8,687.7% | -8,596.6% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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