-21.0%
OTIS vs QS
-36.7%
+15.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.8% |
| 7D | -3.0% | -3.6% | +0.7% | -2.9% |
| 30D | -6.0% | -17.2% | +11.2% | -5.9% |
| 3M | -0.9% | -27.0% | +26.1% | -0.8% |
| 6M | -17.3% | -24.6% | +7.2% | -17.5% |
| YTD | -19.6% | -49.3% | +29.8% | -19.0% |
| 1Y | -21.0% | -40.3% | +19.3% | -20.3% |
| All | -21.0% | -36.7% | +15.7% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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