+121.0%
QLD vs OTIS
-15.5%
+136.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +0.6% | -0.7% | +1.3% | +1.2% |
| 30D | -0.1% | -2.0% | +1.9% | +1.4% |
| 3M | -8.4% | +2.6% | -10.9% | -11.7% |
| 6M | +32.2% | -20.9% | +53.1% | +62.1% |
| YTD | +28.9% | -17.1% | +46.0% | +49.0% |
| 1Y | +43.8% | -15.9% | +59.7% | +62.3% |
| 3Y | +176.6% | -12.7% | +189.3% | +171.5% |
| All | +121.0% | -15.5% | +136.5% | +101.0% |
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