-11.8%
OTIS vs VMC
+17.4%
-29.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.1% |
| 7D | -2.2% | -5.3% | +3.2% | -0.6% |
| 30D | -4.3% | -12.3% | +7.9% | -0.6% |
| 3M | -2.2% | -10.3% | +8.1% | +0.9% |
| 6M | -19.9% | -8.6% | -11.3% | -17.9% |
| YTD | -19.3% | -11.9% | -7.4% | -17.3% |
| 1Y | -19.6% | -13.9% | -5.7% | -17.1% |
| All | -11.8% | +17.4% | -29.3% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 3y: compounded portfolio wealth divided by compounded VMC 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…
3y analysis · Full analysis span regression · 6 months rolling