+69.6%
OTIS vs SCCO
+1,031.1%
-961.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -2.2% | +2.4% | -4.6% | -2.6% |
| 30D | -4.3% | +6.4% | -10.7% | -5.7% |
| 3M | -2.2% | +21.6% | -23.7% | -6.5% |
| 6M | -19.9% | +13.4% | -33.3% | -22.9% |
| YTD | -19.3% | +52.6% | -72.0% | -28.3% |
| 1Y | -19.6% | +122.4% | -141.9% | -35.0% |
| 3Y | -11.5% | +208.5% | -220.0% | -36.8% |
| 5Y | -16.8% | +353.9% | -370.7% | -47.9% |
| All | +69.6% | +1,031.1% | -961.5% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling