-20.2%
OTIS vs VNQ
+2.6%
-22.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.3% |
| 7D | -5.0% | -2.6% | -2.4% | -2.9% |
| 30D | -6.5% | -2.3% | -4.1% | -4.6% |
| 3M | -2.0% | -2.8% | +0.8% | +0.4% |
| 6M | -20.2% | +2.5% | -22.7% | -22.7% |
| All | -20.2% | +2.6% | -22.8% | -22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling