+69.1%
OTIS vs QID
-97.0%
+166.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +1.4% |
| 7D | -3.0% | +1.3% | -4.2% | -2.7% |
| 30D | -6.0% | +2.9% | -9.0% | -5.4% |
| 3M | -0.9% | -0.7% | -0.2% | -0.6% |
| 6M | -17.3% | -29.7% | +12.3% | -22.7% |
| YTD | -19.6% | -27.9% | +8.3% | -24.3% |
| 1Y | -21.0% | -34.6% | +13.5% | -27.1% |
| 3Y | -12.1% | -73.5% | +61.4% | -31.5% |
| 5Y | -17.1% | -81.0% | +63.9% | -35.8% |
| All | +69.1% | -97.0% | +166.1% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling