+74.2%
OTIS vs SPG
+536.9%
-462.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -0.7% | -2.4% | +1.6% | -0.2% |
| 30D | -2.0% | -6.8% | +4.8% | -0.3% |
| 3M | +2.6% | +2.7% | -0.1% | +1.9% |
| 6M | -20.9% | +5.5% | -26.4% | -22.0% |
| YTD | -17.1% | +15.7% | -32.8% | -20.0% |
| 1Y | -15.9% | +20.9% | -36.8% | -19.7% |
| 3Y | -12.7% | +112.4% | -125.1% | -27.2% |
| 5Y | -15.7% | +101.4% | -117.1% | -29.7% |
| All | +74.2% | +536.9% | -462.6% | +22.4% |
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