+69.1%
OTIS vs RUN
-2.7%
+71.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | -3.0% | -3.7% | +0.7% | -2.8% |
| 30D | -6.0% | -13.0% | +7.0% | -5.3% |
| 3M | -0.9% | -31.8% | +30.9% | +0.9% |
| 6M | -17.3% | -32.2% | +14.9% | -16.1% |
| YTD | -19.6% | -53.5% | +33.9% | -17.3% |
| 1Y | -21.0% | -46.5% | +25.5% | -19.8% |
| 3Y | -12.1% | -37.6% | +25.5% | -17.4% |
| 5Y | -17.1% | -80.9% | +63.8% | -19.6% |
| All | +69.1% | -2.7% | +71.8% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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