-22.6%
OTIS vs SOLS
+20.3%
-42.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.0% |
| 7D | -2.2% | +3.7% | -5.9% | -2.2% |
| 30D | -4.3% | +5.0% | -9.3% | -4.5% |
| 3M | -2.2% | -21.1% | +18.9% | -1.2% |
| 6M | -19.9% | -14.2% | -5.7% | -19.7% |
| YTD | -19.3% | +30.6% | -50.0% | -21.2% |
| All | -22.6% | +20.3% | -42.9% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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