+69.6%
OTIS vs VIVK
-100.0%
+169.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.3% | -1.1% |
| 7D | -2.2% | -7.9% | +5.7% | -2.1% |
| 30D | -4.3% | -42.0% | +37.6% | -4.1% |
| 3M | -2.2% | -92.5% | +90.3% | -1.2% |
| 6M | -19.9% | -98.0% | +78.1% | -18.8% |
| YTD | -19.3% | -97.9% | +78.6% | -18.5% |
| 1Y | -19.6% | -100.0% | +80.4% | -17.4% |
| 3Y | -11.5% | -100.0% | +88.4% | -10.1% |
| 5Y | -16.8% | -100.0% | +83.2% | -15.8% |
| All | +69.6% | -100.0% | +169.6% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling