-12.3%
OTIS vs PR
+73.4%
-85.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.5% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | +16.1% | -4.6% | +20.7% | +15.3% |
| 3M | +6.7% | +4.7% | +2.1% | +7.1% |
| 6M | +6.0% | +12.4% | -6.4% | +7.2% |
| YTD | -9.8% | +62.9% | -72.6% | -13.2% |
| 1Y | -12.3% | +70.6% | -82.9% | -15.2% |
| All | -12.3% | +73.4% | -85.7% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling