-16.8%
OTIS vs SPY
+81.0%
-97.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -2.2% | -0.4% | -1.8% | -1.9% |
| 30D | -4.3% | -1.4% | -2.9% | -3.4% |
| 3M | -2.2% | +3.7% | -5.9% | -4.8% |
| 6M | -19.9% | +13.0% | -32.9% | -26.7% |
| YTD | -19.3% | +12.4% | -31.7% | -26.0% |
| 1Y | -19.6% | +18.5% | -38.1% | -29.2% |
| 3Y | -11.5% | +77.6% | -89.2% | -45.0% |
| 5Y | -16.8% | +81.7% | -98.5% | -49.8% |
| All | -16.8% | +81.0% | -97.8% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling