+66.1%
OTIS vs VYM
+191.5%
-125.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | -5.0% | -1.9% | -3.2% | -3.5% |
| 30D | -6.5% | -2.6% | -3.9% | -4.4% |
| 3M | -2.0% | +3.6% | -5.5% | -4.8% |
| 6M | -20.2% | +8.7% | -28.9% | -25.5% |
| YTD | -21.0% | +14.1% | -35.1% | -29.3% |
| 1Y | -20.9% | +17.8% | -38.7% | -31.2% |
| 3Y | -13.3% | +64.5% | -77.9% | -43.8% |
| 5Y | -18.5% | +77.5% | -96.1% | -49.8% |
| All | +66.1% | +191.5% | -125.4% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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