-18.5%
OTIS vs QS
-75.8%
+57.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -2.0% |
| 7D | -5.0% | -5.0% | -0.1% | -4.7% |
| 30D | -6.5% | -18.3% | +11.8% | -5.4% |
| 3M | -2.0% | -26.0% | +24.0% | -0.6% |
| 6M | -20.2% | -24.0% | +3.9% | -19.5% |
| YTD | -21.0% | -50.3% | +29.3% | -18.3% |
| 1Y | -20.9% | -38.0% | +17.1% | -20.5% |
| 3Y | -13.3% | -24.6% | +11.3% | -18.4% |
| 5Y | -18.5% | -75.4% | +56.9% | -21.4% |
| All | -18.5% | -75.8% | +57.3% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling