+69.1%
OTIS vs SCCO
+945.9%
-876.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | -3.0% | -2.7% | -0.3% | -2.6% |
| 30D | -6.0% | -0.7% | -5.3% | -6.2% |
| 3M | -0.9% | +8.1% | -9.0% | -3.1% |
| 6M | -17.3% | +4.1% | -21.4% | -19.2% |
| YTD | -19.6% | +41.1% | -60.7% | -27.5% |
| 1Y | -21.0% | +95.6% | -116.6% | -34.5% |
| 3Y | -12.1% | +179.3% | -191.3% | -35.9% |
| 5Y | -17.1% | +308.3% | -325.4% | -47.0% |
| All | +69.1% | +945.9% | -876.8% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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