+66.1%
OTIS vs VO
+197.8%
-131.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.4% |
| 7D | -5.0% | -2.5% | -2.5% | -3.3% |
| 30D | -6.5% | -3.2% | -3.3% | -4.2% |
| 3M | -2.0% | +3.9% | -5.9% | -4.7% |
| 6M | -20.2% | +9.6% | -29.8% | -25.3% |
| YTD | -21.0% | +11.6% | -32.6% | -27.1% |
| 1Y | -20.9% | +12.6% | -33.5% | -27.6% |
| 3Y | -13.3% | +55.4% | -68.7% | -37.9% |
| 5Y | -18.5% | +41.8% | -60.4% | -38.1% |
| All | +66.1% | +197.8% | -131.7% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling