+71.4%
OTIS vs SPXU
-98.8%
+170.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.2% |
| 7D | -0.8% | -1.5% | +0.7% | -1.1% |
| 30D | -4.7% | +3.7% | -8.5% | -3.9% |
| 3M | +1.2% | -9.6% | +10.8% | -0.7% |
| 6M | -20.5% | -32.4% | +11.8% | -26.8% |
| YTD | -18.4% | -28.7% | +10.2% | -23.8% |
| 1Y | -18.1% | -38.2% | +20.1% | -25.8% |
| 3Y | -10.6% | -80.4% | +69.9% | -35.4% |
| 5Y | -16.1% | -86.0% | +69.9% | -37.8% |
| All | +71.4% | -98.8% | +170.2% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling