-14.8%
OTIS vs VSXY
+33.4%
-48.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.0% | -1.8% |
| 7D | -5.0% | -0.3% | -4.7% | -5.0% |
| 30D | -6.5% | -22.1% | +15.6% | -4.8% |
| 3M | -2.0% | -1.1% | -0.8% | -2.1% |
| 6M | -20.2% | +53.8% | -74.0% | -23.8% |
| YTD | -21.0% | +35.5% | -56.5% | -24.0% |
| 1Y | -20.9% | +186.0% | -206.9% | -28.8% |
| 3Y | -13.3% | +343.2% | -356.5% | -29.7% |
| 5Y | -18.5% | +19.0% | -37.5% | -24.4% |
| All | -14.8% | +33.4% | -48.2% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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