+69.1%
OTIS vs TRU
+36.1%
+33.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | -3.0% | -2.7% | -0.2% | -2.3% |
| 30D | -6.0% | -2.0% | -4.0% | -5.6% |
| 3M | -0.9% | +18.4% | -19.3% | -5.1% |
| 6M | -17.3% | +8.9% | -26.2% | -19.5% |
| YTD | -19.6% | -8.9% | -10.6% | -18.8% |
| 1Y | -21.0% | -15.9% | -5.2% | -19.0% |
| 3Y | -12.1% | -1.1% | -11.0% | -17.0% |
| 5Y | -17.1% | -35.2% | +18.1% | -12.8% |
| All | +69.1% | +36.1% | +33.0% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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