+69.6%
OTIS vs VICR
+430.2%
-360.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.7% |
| 7D | -2.2% | +1.3% | -3.4% | -2.3% |
| 30D | -4.3% | -11.9% | +7.6% | -3.7% |
| 3M | -2.2% | -35.1% | +33.0% | -0.1% |
| 6M | -19.9% | +8.1% | -28.0% | -23.0% |
| YTD | -19.3% | +67.8% | -87.1% | -26.1% |
| 1Y | -19.6% | +267.3% | -286.9% | -32.6% |
| 3Y | -11.5% | +191.2% | -202.7% | -27.6% |
| 5Y | -16.8% | +48.1% | -64.9% | -29.4% |
| All | +69.6% | +430.2% | -360.6% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling