+91.3%
QQQ vs OTIS
-13.8%
+105.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +1.0% | -0.6% |
| 7D | -1.3% | -5.0% | +3.8% | -0.1% |
| 30D | -1.4% | -6.5% | +5.1% | +0.1% |
| 3M | +2.3% | -2.0% | +4.2% | +2.4% |
| 6M | +16.9% | -20.2% | +37.1% | +23.4% |
| YTD | +15.6% | -21.0% | +36.6% | +22.1% |
| 1Y | +22.6% | -20.9% | +43.5% | +29.1% |
| All | +91.3% | -13.8% | +105.1% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling