-20.9%
OTIS vs S
+10.1%
-30.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.0% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | -6.5% | -11.8% | +5.3% | -6.4% |
| 3M | -2.0% | +33.9% | -35.9% | -2.3% |
| 6M | -20.2% | +40.1% | -60.3% | -21.0% |
| YTD | -21.0% | +32.1% | -53.0% | -21.8% |
| 1Y | -20.9% | +11.0% | -31.9% | -21.1% |
| All | -20.9% | +10.1% | -30.9% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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