-16.5%
OTIS vs TRU
-35.6%
+19.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.6% |
| 7D | -3.0% | -2.7% | -0.2% | -2.3% |
| 30D | -6.0% | -2.0% | -4.0% | -5.7% |
| 3M | -0.9% | +18.4% | -19.3% | -4.9% |
| 6M | -17.3% | +8.9% | -26.2% | -19.4% |
| 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% | -16.3% |
| All | -16.5% | -35.6% | +19.1% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling