-16.8%
OTIS vs VO
+42.2%
-59.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.5% |
| 7D | -2.2% | -0.6% | -1.6% | -1.7% |
| 30D | -4.3% | -1.9% | -2.4% | -2.9% |
| 3M | -2.2% | +3.3% | -5.4% | -4.6% |
| 6M | -19.9% | +9.7% | -29.6% | -25.4% |
| YTD | -19.3% | +12.6% | -31.9% | -26.5% |
| 1Y | -19.6% | +13.6% | -33.2% | -27.4% |
| 3Y | -11.5% | +56.8% | -68.3% | -39.0% |
| 5Y | -16.8% | +42.3% | -59.0% | -38.7% |
| All | -16.8% | +42.2% | -59.0% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling