-12.1%
OTIS vs Q
+29.7%
-41.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.6% | +1.0% |
| 7D | -1.3% | +1.2% | -2.4% | -1.3% |
| 30D | +12.8% | -2.7% | +15.5% | +12.8% |
| 3M | +7.4% | -16.9% | +24.3% | +7.7% |
| 6M | +7.7% | -26.9% | +34.6% | +8.5% |
| YTD | -9.3% | +45.2% | -54.5% | -11.0% |
| 1Y | -12.1% | +38.1% | -50.2% | -13.2% |
| All | -12.1% | +29.7% | -41.8% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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