+74.2%
OTIS vs SIMO
+886.6%
-812.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -1.0% |
| 7D | -0.7% | +4.2% | -5.0% | -1.0% |
| 30D | -2.0% | +4.1% | -6.1% | -2.5% |
| 3M | +2.6% | -12.9% | +15.4% | +2.7% |
| 6M | -20.9% | +110.3% | -131.3% | -27.8% |
| YTD | -17.1% | +178.6% | -195.7% | -27.2% |
| 1Y | -15.9% | +220.0% | -235.9% | -27.8% |
| 3Y | -12.7% | +409.0% | -421.8% | -30.8% |
| 5Y | -15.7% | +277.3% | -293.0% | -32.1% |
| All | +74.2% | +886.6% | -812.4% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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