-12.1%
OTIS vs VNQ
+30.7%
-42.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.4% |
| 7D | -3.0% | -1.3% | -1.7% | -2.2% |
| 30D | -6.0% | -2.6% | -3.4% | -4.6% |
| 3M | -0.9% | -2.0% | +1.2% | +0.3% |
| 6M | -17.3% | +4.3% | -21.7% | -19.2% |
| YTD | -19.6% | +9.2% | -28.8% | -23.4% |
| 1Y | -21.0% | +5.6% | -26.6% | -23.4% |
| 3Y | -12.1% | +30.8% | -42.9% | -24.9% |
| All | -12.1% | +30.7% | -42.8% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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