+74.2%
OTIS vs SM
+3,392.6%
-3,318.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -2.0% | +26.3% | -28.3% | -3.3% |
| 3M | +2.6% | +8.7% | -6.1% | +1.8% |
| 6M | -20.9% | +51.7% | -72.6% | -23.3% |
| YTD | -17.1% | +99.0% | -116.2% | -21.1% |
| 1Y | -15.9% | +34.6% | -50.5% | -18.1% |
| 3Y | -12.7% | -7.8% | -5.0% | -14.2% |
| 5Y | -15.7% | +104.8% | -120.5% | -21.7% |
| All | +74.2% | +3,392.6% | -3,318.4% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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