+66.1%
OTIS vs SPY
+247.5%
-181.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.6% |
| 7D | -5.0% | -2.0% | -3.0% | -3.7% |
| 30D | -6.5% | -1.7% | -4.8% | -5.4% |
| 3M | -2.0% | +4.7% | -6.7% | -5.2% |
| 6M | -20.2% | +12.5% | -32.7% | -26.7% |
| YTD | -21.0% | +11.7% | -32.7% | -27.2% |
| 1Y | -20.9% | +17.5% | -38.3% | -29.8% |
| 3Y | -13.3% | +76.6% | -89.9% | -44.5% |
| 5Y | -18.5% | +82.0% | -100.6% | -49.2% |
| All | +66.1% | +247.5% | -181.4% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling