+69.6%
OTIS vs QSR
+244.0%
-174.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -2.2% | -2.4% | +0.2% | -1.4% |
| 30D | -4.3% | +5.7% | -10.0% | -6.1% |
| 3M | -2.2% | +6.9% | -9.1% | -4.4% |
| 6M | -19.9% | +6.9% | -26.8% | -21.8% |
| YTD | -19.3% | +14.9% | -34.2% | -23.2% |
| 1Y | -19.6% | +29.1% | -48.7% | -26.4% |
| 3Y | -11.5% | +26.1% | -37.7% | -19.3% |
| 5Y | -16.8% | +42.3% | -59.1% | -27.8% |
| All | +69.6% | +244.0% | -174.4% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling