+0.6%
OTIS vs S
+54.2%
-53.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +1.7% | +1.4% | +0.3% | +1.6% |
| 30D | +18.5% | -10.8% | +29.3% | +18.9% |
| 3M | +7.9% | +5.4% | +2.5% | +7.2% |
| 6M | +5.7% | +41.2% | -35.5% | +3.2% |
| YTD | -9.1% | +56.2% | -65.3% | -12.0% |
| 1Y | -11.6% | +36.3% | -47.9% | -13.8% |
| 3Y | +0.6% | +49.4% | -48.9% | -3.4% |
| All | +0.6% | +54.2% | -53.7% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling