+69.1%
OTIS vs SNY
+42.6%
+26.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -3.0% | -3.3% | +0.4% | -2.3% |
| 30D | -6.0% | -2.2% | -3.9% | -5.6% |
| 3M | -0.9% | -3.0% | +2.2% | -0.3% |
| 6M | -17.3% | +2.7% | -20.1% | -17.8% |
| YTD | -19.6% | -6.8% | -12.7% | -18.6% |
| 1Y | -21.0% | -5.3% | -15.8% | -20.5% |
| 3Y | -12.1% | -9.8% | -2.3% | -11.8% |
| 5Y | -17.1% | +9.7% | -26.8% | -22.3% |
| All | +69.1% | +42.6% | +26.5% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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