-10.1%
OTIS vs SIRI
+59.9%
-70.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.4% | -4.6% | +2.3% |
| 7D | +9.5% | +22.3% | -12.8% | +5.7% |
| 30D | +21.1% | +26.9% | -5.8% | +16.3% |
| 3M | +9.0% | +9.6% | -0.6% | +7.0% |
| 6M | +6.4% | +27.2% | -20.7% | +2.1% |
| YTD | -7.1% | +72.4% | -79.5% | -16.4% |
| 1Y | -10.1% | +59.9% | -70.1% | -18.2% |
| All | -10.1% | +59.9% | -70.0% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling