+90.7%
OTIS vs SPG
+616.0%
-525.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.3% | +2.0% | -3.3% | -1.8% |
| 30D | +12.8% | +17.2% | -4.5% | +8.5% |
| 3M | +7.4% | +6.3% | +1.1% | +5.8% |
| 6M | +7.7% | +18.7% | -11.0% | +3.3% |
| YTD | -9.3% | +30.1% | -39.4% | -14.9% |
| 1Y | -12.1% | +32.8% | -44.9% | -17.9% |
| 3Y | +0.6% | +133.6% | -132.9% | -18.0% |
| 5Y | -1.1% | +84.4% | -85.5% | -17.1% |
| All | +90.7% | +616.0% | -525.3% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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