+74.2%
OTIS vs PR
+9,289.5%
-9,215.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -0.7% | +2.9% | -3.6% | -0.9% |
| 30D | -2.0% | +18.0% | -20.0% | -3.1% |
| 3M | +2.6% | +16.9% | -14.3% | +1.4% |
| 6M | -20.9% | +28.2% | -49.1% | -22.4% |
| YTD | -17.1% | +69.3% | -86.4% | -20.3% |
| 1Y | -15.9% | +69.5% | -85.4% | -19.2% |
| 3Y | -12.7% | +81.7% | -94.4% | -17.3% |
| 5Y | -15.7% | +422.2% | -438.0% | -26.0% |
| All | +74.2% | +9,289.5% | -9,215.3% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling