+94.5%
OTIS vs PR
+8,534.0%
-8,439.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | -0.1% |
| 7D | +6.5% | -16.5% | +23.1% | +7.7% |
| 30D | +19.6% | -4.5% | +24.1% | +19.8% |
| 3M | +9.4% | +8.5% | +0.9% | +8.6% |
| 6M | +6.4% | -3.3% | +9.7% | +6.3% |
| YTD | -7.5% | +55.7% | -63.2% | -10.6% |
| 1Y | -11.0% | +82.0% | -93.0% | -15.0% |
| 3Y | +5.2% | +62.5% | -57.3% | +0.3% |
| 5Y | +5.7% | +223.9% | -218.2% | -4.9% |
| All | +94.5% | +8,534.0% | -8,439.5% | +51.6% |
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