+66.1%
OTIS vs REPL
+27.3%
+38.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.4% | +6.3% | -2.0% |
| 7D | -5.0% | -13.4% | +8.4% | -4.9% |
| 30D | -6.5% | -3.0% | -3.5% | -6.5% |
| 3M | -2.0% | +56.3% | -58.3% | -2.8% |
| 6M | -20.2% | +60.9% | -81.1% | -21.6% |
| YTD | -21.0% | +36.2% | -57.2% | -22.2% |
| 1Y | -20.9% | +121.0% | -141.9% | -23.6% |
| 3Y | -13.3% | -32.8% | +19.5% | -17.0% |
| 5Y | -18.5% | -58.7% | +40.1% | -21.6% |
| All | +66.1% | +27.3% | +38.8% | +16.6% |
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