-15.9%
OTIS vs REPL
+161.1%
-177.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.4% |
| 7D | -0.7% | -3.0% | +2.2% | -0.8% |
| 30D | -2.0% | +27.1% | -29.1% | -1.8% |
| 3M | +2.6% | +52.4% | -49.8% | +3.1% |
| 6M | -20.9% | +107.4% | -128.4% | -19.5% |
| YTD | -17.1% | +54.7% | -71.8% | -15.7% |
| 1Y | -15.9% | +158.9% | -174.8% | -14.4% |
| All | -15.9% | +161.1% | -177.0% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling