+69.6%
OTIS vs RACE
+211.8%
-142.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -2.2% | -2.6% | +0.5% | -1.4% |
| 30D | -4.3% | -1.1% | -3.2% | -4.1% |
| 3M | -2.2% | +12.5% | -14.7% | -5.8% |
| 6M | -19.9% | +17.4% | -37.3% | -24.1% |
| YTD | -19.3% | +10.1% | -29.5% | -22.4% |
| 1Y | -19.6% | -15.1% | -4.4% | -16.7% |
| 3Y | -11.5% | +38.9% | -50.4% | -25.8% |
| 5Y | -16.8% | +90.7% | -107.4% | -39.5% |
| All | +69.6% | +211.8% | -142.2% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling