-12.1%
OTIS vs QS
-24.6%
+12.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.7% |
| 7D | -3.0% | -3.6% | +0.7% | -2.8% |
| 30D | -6.0% | -17.2% | +11.2% | -5.3% |
| 3M | -0.9% | -27.0% | +26.1% | +0.2% |
| 6M | -17.3% | -24.6% | +7.2% | -16.9% |
| YTD | -19.6% | -49.3% | +29.8% | -17.7% |
| 1Y | -21.0% | -40.3% | +19.3% | -20.7% |
| 3Y | -12.1% | -23.8% | +11.7% | -15.2% |
| All | -12.1% | -24.6% | +12.5% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling