+92.7%
OTIS vs RACE
+224.6%
-131.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +0.5% | +3.9% | -3.4% | -0.6% |
| 30D | +19.4% | +7.4% | +12.0% | +17.0% |
| 3M | +7.1% | +1.6% | +5.5% | +6.4% |
| 6M | +6.6% | +23.3% | -16.8% | -0.5% |
| YTD | -8.3% | +14.7% | -23.0% | -12.9% |
| 1Y | -11.6% | +2.5% | -14.1% | -13.2% |
| 3Y | +3.1% | +28.0% | -24.8% | -10.4% |
| 5Y | +2.5% | +69.8% | -67.4% | -22.7% |
| All | +92.7% | +224.6% | -131.9% | +12.9% |
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