+1.8%
OTIS vs S
-67.7%
+69.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.2% |
| 3M | +7.9% | +5.4% | +2.5% | +6.9% |
| 6M | +5.7% | +41.2% | -35.5% | +2.0% |
| YTD | -9.1% | +56.2% | -65.3% | -13.4% |
| 1Y | -11.6% | +36.3% | -47.9% | -14.9% |
| 3Y | +0.6% | +49.4% | -48.9% | -6.2% |
| 5Y | +1.8% | -66.9% | +68.7% | +9.1% |
| All | +1.8% | -67.7% | +69.6% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling