+318.8%
QQQ vs OTIS
+91.8%
+227.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +1.0% | -2.2% | +3.2% | +1.8% |
| 30D | -0.6% | -4.3% | +3.7% | +0.8% |
| 3M | +1.3% | -2.2% | +3.5% | +1.8% |
| 6M | +18.1% | -19.9% | +38.0% | +27.3% |
| YTD | +16.9% | -19.3% | +36.2% | +25.2% |
| 1Y | +24.0% | -19.6% | +43.5% | +32.7% |
| 3Y | +95.6% | -11.5% | +107.1% | +97.7% |
| 5Y | +94.5% | -16.8% | +111.3% | +94.4% |
| All | +318.8% | +91.8% | +227.0% | +269.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling