+69.1%
OTIS vs SIRI
-23.5%
+92.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.7% |
| 7D | -3.0% | +0.6% | -3.5% | -3.0% |
| 30D | -6.0% | +2.5% | -8.5% | -6.3% |
| 3M | -0.9% | +6.6% | -7.5% | -1.6% |
| 6M | -17.3% | +32.9% | -50.2% | -19.9% |
| YTD | -19.6% | +50.5% | -70.0% | -23.2% |
| 1Y | -21.0% | +28.0% | -49.0% | -23.4% |
| 3Y | -12.1% | -22.4% | +10.3% | -12.3% |
| 5Y | -17.1% | -41.3% | +24.2% | -15.4% |
| All | +69.1% | -23.5% | +92.6% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling