+74.2%
OTIS vs RACE
+217.7%
-143.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.2% |
| 7D | -0.7% | -2.5% | +1.8% | 0.0% |
| 30D | -2.0% | +0.8% | -2.8% | -2.3% |
| 3M | +2.6% | +17.2% | -14.6% | -2.4% |
| 6M | -20.9% | +13.6% | -34.5% | -24.3% |
| YTD | -17.1% | +12.2% | -29.3% | -20.7% |
| 1Y | -15.9% | -16.3% | +0.4% | -12.5% |
| 3Y | -12.7% | +36.4% | -49.2% | -26.2% |
| 5Y | -15.7% | +95.0% | -110.7% | -39.1% |
| All | +74.2% | +217.7% | -143.4% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling