+95.7%
QQQ vs OTIS
-17.8%
+113.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.1% |
| 7D | -0.6% | -3.0% | +2.4% | +0.7% |
| 30D | -1.2% | -6.0% | +4.8% | +1.4% |
| 3M | -0.2% | -0.9% | +0.7% | -0.3% |
| 6M | +17.9% | -17.3% | +35.2% | +27.9% |
| YTD | +16.6% | -19.6% | +36.2% | +27.6% |
| 1Y | +23.0% | -21.0% | +44.0% | +35.4% |
| 3Y | +92.9% | -12.1% | +105.0% | +89.3% |
| All | +95.7% | -17.8% | +113.5% | +85.5% |
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