+90.7%
OTIS vs REPL
+110.5%
-19.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.0% |
| 7D | -1.3% | +1.2% | -2.5% | -1.3% |
| 30D | +12.8% | +92.2% | -79.4% | +12.1% |
| 3M | +7.4% | +44.1% | -36.7% | +7.0% |
| 6M | +7.7% | +313.0% | -305.3% | +5.5% |
| YTD | -9.3% | +125.2% | -134.5% | -11.2% |
| 1Y | -12.1% | +143.8% | -155.9% | -14.1% |
| 3Y | +0.6% | +104.2% | -103.6% | -8.2% |
| 5Y | -1.1% | -34.5% | +33.4% | -5.0% |
| All | +90.7% | +110.5% | -19.8% | +33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling