+74.2%
OTIS vs REPL
+44.6%
+29.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.4% |
| 7D | -0.7% | -3.0% | +2.2% | -0.7% |
| 30D | -2.0% | +27.1% | -29.1% | -2.2% |
| 3M | +2.6% | +52.4% | -49.8% | +1.8% |
| 6M | -20.9% | +107.4% | -128.4% | -22.6% |
| YTD | -17.1% | +54.7% | -71.8% | -18.5% |
| 1Y | -15.9% | +158.9% | -174.8% | -19.0% |
| 3Y | -12.7% | -23.7% | +11.0% | -16.5% |
| 5Y | -15.7% | -54.3% | +38.6% | -18.9% |
| All | +74.2% | +44.6% | +29.6% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling