-5.1%
OTIS vs S
-56.8%
+51.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -0.7% | -7.7% | +7.0% | -0.2% |
| 30D | -2.0% | -5.3% | +3.3% | -1.8% |
| 3M | +2.6% | +20.3% | -17.7% | +0.8% |
| 6M | -20.9% | +47.4% | -68.3% | -23.8% |
| YTD | -17.1% | +32.5% | -49.6% | -19.6% |
| 1Y | -15.9% | +9.5% | -25.4% | -17.3% |
| 3Y | -12.7% | +15.5% | -28.3% | -16.3% |
| 5Y | -15.7% | -71.2% | +55.5% | -14.3% |
| All | -5.1% | -56.8% | +51.7% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling