+74.2%
OTIS vs VO
+204.8%
-130.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | -0.7% | -0.3% | -0.5% | -0.5% |
| 30D | -2.0% | -0.3% | -1.7% | -1.8% |
| 3M | +2.6% | +2.9% | -0.4% | +0.4% |
| 6M | -20.9% | +9.3% | -30.3% | -25.9% |
| YTD | -17.1% | +14.2% | -31.3% | -24.8% |
| 1Y | -15.9% | +15.3% | -31.2% | -24.4% |
| 3Y | -12.7% | +56.2% | -69.0% | -37.7% |
| 5Y | -15.7% | +42.4% | -58.2% | -36.3% |
| All | +74.2% | +204.8% | -130.5% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling