-16.5%
OTIS vs QSR
+40.5%
-57.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | -3.0% | -4.0% | +1.0% | -1.4% |
| 30D | -6.0% | +2.8% | -8.8% | -7.1% |
| 3M | -0.9% | +5.1% | -6.0% | -3.0% |
| 6M | -17.3% | +8.8% | -26.1% | -20.5% |
| YTD | -19.6% | +14.8% | -34.4% | -24.5% |
| 1Y | -21.0% | +25.7% | -46.7% | -28.9% |
| 3Y | -12.1% | +27.5% | -39.6% | -23.3% |
| All | -16.5% | +40.5% | -57.0% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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