+69.1%
OTIS vs VIVK
-100.0%
+169.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.4% | +9.2% | +1.8% |
| 7D | -3.0% | -4.4% | +1.4% | -2.9% |
| 30D | -6.0% | -40.8% | +34.8% | -5.8% |
| 3M | -0.9% | -94.1% | +93.3% | +0.2% |
| 6M | -17.3% | -98.2% | +80.9% | -16.2% |
| YTD | -19.6% | -98.0% | +78.4% | -18.7% |
| 1Y | -21.0% | -100.0% | +78.9% | -18.9% |
| 3Y | -12.1% | -100.0% | +87.9% | -10.6% |
| 5Y | -17.1% | -100.0% | +82.9% | -16.1% |
| All | +69.1% | -100.0% | +169.1% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling