-10.1%
OTIS vs VO
+16.3%
-26.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.3% |
| 7D | +9.5% | +1.0% | +8.5% | +8.8% |
| 30D | +21.1% | +2.6% | +18.5% | +19.1% |
| 3M | +9.0% | -0.3% | +9.3% | +9.2% |
| 6M | +6.4% | +7.6% | -1.2% | +1.5% |
| YTD | -7.1% | +14.7% | -21.9% | -14.2% |
| 1Y | -10.1% | +16.4% | -26.6% | -17.7% |
| All | -10.1% | +16.3% | -26.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling