-2.1%
OTIS vs VO
+37.2%
-39.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.2% |
| 7D | -3.0% | +2.9% | -5.9% | -5.1% |
| 30D | +14.0% | +1.0% | +13.0% | +12.9% |
| 3M | +4.9% | -1.7% | +6.6% | +6.1% |
| 6M | +5.4% | +6.7% | -1.3% | 0.0% |
| YTD | -10.2% | +14.0% | -24.2% | -19.0% |
| 1Y | -13.4% | +13.7% | -27.1% | -21.8% |
| 3Y | -0.7% | +65.8% | -66.5% | -34.5% |
| 5Y | -2.1% | +36.6% | -38.7% | -24.7% |
| All | -2.1% | +37.2% | -39.3% | -24.7% |
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