-10.1%
OTIS vs VICR
+76.0%
-86.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -11.1% | +15.0% | +3.5% |
| 7D | +9.5% | -26.6% | +36.1% | +8.7% |
| 30D | +21.1% | -47.9% | +69.1% | +20.1% |
| 3M | +9.0% | -29.8% | +38.8% | +8.2% |
| 6M | +6.4% | -36.6% | +43.1% | +4.8% |
| YTD | -7.1% | +45.1% | -52.3% | -10.8% |
| 1Y | -10.1% | +80.0% | -90.2% | -14.0% |
| All | -10.1% | +76.0% | -86.1% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling