-22.7%
OTIS vs WOLF
+44.0%
-66.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.7% |
| 7D | -3.0% | -8.6% | +5.6% | -2.9% |
| 30D | -6.0% | -18.3% | +12.2% | -5.8% |
| 3M | -0.9% | -43.1% | +42.2% | -0.1% |
| 6M | -17.3% | +42.4% | -59.7% | -19.4% |
| YTD | -19.6% | +48.9% | -68.4% | -21.6% |
| All | -22.7% | +44.0% | -66.7% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 10y: compounded portfolio wealth divided by compounded WOLF 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…
10y analysis · Full analysis span regression · 6 months rolling