-14.0%
OTIS vs Q
+80.0%
-94.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.8% |
| 7D | -2.9% | +6.6% | -9.4% | -2.7% |
| 30D | +16.1% | +2.7% | +13.4% | +16.3% |
| 3M | +6.7% | -8.4% | +15.1% | +7.1% |
| 6M | +6.0% | -17.3% | +23.3% | +6.6% |
| YTD | -9.8% | +55.3% | -65.1% | -10.4% |
| 1Y | -12.3% | +31.5% | -43.8% | -13.7% |
| All | -14.0% | +80.0% | -94.0% | -15.3% |
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