-19.7%
OTIS vs VIK
+236.8%
-256.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.3% | -1.9% |
| 7D | -0.8% | +3.6% | -4.4% | -1.2% |
| 30D | -4.7% | -16.7% | +12.0% | -2.7% |
| 3M | +1.2% | -1.1% | +2.3% | +0.9% |
| 6M | -20.5% | +27.8% | -48.3% | -23.6% |
| YTD | -18.4% | +23.3% | -41.8% | -21.5% |
| 1Y | -18.1% | +38.2% | -56.3% | -22.5% |
| All | -19.7% | +236.8% | -256.5% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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