-23.1%
OTIS vs Q
+78.4%
-101.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.1% |
| 7D | -2.2% | +6.6% | -8.8% | -2.2% |
| 30D | -4.3% | -6.6% | +2.2% | -4.2% |
| 3M | -2.2% | -13.2% | +11.1% | -2.1% |
| 6M | -19.9% | +9.9% | -29.9% | -20.4% |
| YTD | -19.3% | +53.9% | -73.3% | -20.1% |
| All | -23.1% | +78.4% | -101.5% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling