+90.7%
OTIS vs SPY
+246.8%
-156.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | -1.3% | +2.6% | -3.9% | -3.0% |
| 30D | +12.8% | -2.0% | +14.8% | +14.0% |
| 3M | +7.4% | -2.8% | +10.2% | +9.1% |
| 6M | +7.7% | +2.1% | +5.6% | +5.5% |
| YTD | -9.3% | +11.5% | -20.8% | -16.6% |
| 1Y | -12.1% | +13.5% | -25.6% | -20.3% |
| 3Y | +0.6% | +77.7% | -77.1% | -36.1% |
| 5Y | -1.1% | +72.6% | -73.7% | -36.3% |
| All | +90.7% | +246.8% | -156.1% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling