-18.5%
OTIS vs SPXU
-85.5%
+67.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.9% | -1.6% |
| 7D | -5.0% | +6.4% | -11.4% | -3.6% |
| 30D | -6.5% | +5.9% | -12.4% | -5.1% |
| 3M | -2.0% | -11.7% | +9.7% | -4.4% |
| 6M | -20.2% | -28.7% | +8.5% | -25.6% |
| YTD | -21.0% | -26.4% | +5.4% | -25.6% |
| 1Y | -20.9% | -35.2% | +14.4% | -27.6% |
| 3Y | -13.3% | -79.8% | +66.5% | -38.2% |
| 5Y | -18.5% | -86.1% | +67.5% | -41.2% |
| All | -18.5% | -85.5% | +67.0% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling