+71.4%
OTIS vs SSNC
+158.3%
-86.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | 0.0% |
| 7D | -0.8% | -1.8% | +1.0% | 0.0% |
| 30D | -4.7% | +1.9% | -6.6% | -5.5% |
| 3M | +1.2% | +18.4% | -17.2% | -6.1% |
| 6M | -20.5% | +7.0% | -27.5% | -23.2% |
| YTD | -18.4% | -6.9% | -11.5% | -16.7% |
| 1Y | -18.1% | -8.2% | -9.9% | -16.0% |
| 3Y | -10.6% | +50.5% | -61.1% | -28.9% |
| 5Y | -16.1% | +17.4% | -33.5% | -25.9% |
| All | +71.4% | +158.3% | -86.9% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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