+82.1%
QLD vs OTIS
-0.9%
+83.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.3% |
| 7D | +7.0% | -1.3% | +8.3% | +8.1% |
| 30D | -14.3% | +12.8% | -27.1% | -23.5% |
| 3M | -16.0% | +7.4% | -23.4% | -22.3% |
| 6M | -14.2% | +7.7% | -22.0% | -21.8% |
| YTD | +12.8% | -9.3% | +22.0% | +19.1% |
| 1Y | +14.1% | -12.1% | +26.2% | +24.2% |
| 3Y | +146.0% | +0.6% | +145.3% | +101.0% |
| All | +82.1% | -0.9% | +83.0% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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