+42.1%
RF vs OTIS
+4.5%
+37.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -0.9% | +4.2% | -5.1% | -3.1% |
| 30D | +6.0% | +20.1% | -14.1% | -4.1% |
| 3M | -8.9% | +7.6% | -16.5% | -12.7% |
| 6M | +2.3% | +4.2% | -1.8% | -0.4% |
| YTD | +7.6% | -8.1% | +15.6% | +11.8% |
| 1Y | +21.2% | -11.5% | +32.7% | +28.8% |
| 3Y | +108.5% | +3.8% | +104.7% | +88.8% |
| All | +42.1% | +4.5% | +37.6% | +24.0% |
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