+91.2%
OTIS vs SIMO
+552.9%
-461.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | +1.7% | -16.0% | +17.7% | +2.5% |
| 30D | +18.5% | -35.8% | +54.2% | +20.8% |
| 3M | +7.9% | -26.5% | +34.3% | +8.6% |
| 6M | +5.7% | -33.0% | +38.7% | +5.9% |
| YTD | -9.1% | +84.3% | -93.4% | -18.9% |
| 1Y | -11.6% | +82.0% | -93.6% | -21.1% |
| 3Y | +0.6% | +218.5% | -217.9% | -18.3% |
| 5Y | +1.8% | +175.0% | -173.2% | -17.6% |
| All | +91.2% | +552.9% | -461.7% | +46.5% |
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