-20.9%
OTIS vs VO
+12.4%
-33.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.4% |
| 7D | -5.0% | -2.5% | -2.5% | -3.5% |
| 30D | -6.5% | -3.2% | -3.3% | -4.5% |
| 3M | -2.0% | +3.9% | -5.9% | -4.2% |
| 6M | -20.2% | +9.6% | -29.8% | -24.5% |
| YTD | -21.0% | +11.6% | -32.6% | -25.8% |
| 1Y | -20.9% | +12.6% | -33.5% | -26.4% |
| All | -20.9% | +12.4% | -33.3% | -26.4% |
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