+69.6%
OTIS vs TRU
+35.0%
+34.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -2.2% | -6.5% | +4.3% | -0.6% |
| 30D | -4.3% | -2.5% | -1.8% | -3.8% |
| 3M | -2.2% | +10.4% | -12.5% | -4.8% |
| 6M | -19.9% | +1.6% | -21.5% | -20.8% |
| YTD | -19.3% | -9.7% | -9.6% | -18.4% |
| 1Y | -19.6% | -17.3% | -2.3% | -17.2% |
| 3Y | -11.5% | -1.8% | -9.7% | -16.3% |
| 5Y | -16.8% | -36.2% | +19.4% | -12.1% |
| All | +69.6% | +35.0% | +34.6% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling