+355.4%
RF vs OTIS
+118.0%
+237.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -0.1% | +0.5% | -0.6% | -0.5% |
| 30D | +7.0% | +19.4% | -12.4% | -3.2% |
| 3M | -7.0% | +7.1% | -14.1% | -10.9% |
| 6M | +6.8% | +6.6% | +0.2% | +2.3% |
| YTD | +9.9% | -8.3% | +18.2% | +14.2% |
| 1Y | +21.1% | -11.6% | +32.7% | +28.6% |
| 3Y | +119.6% | +3.1% | +116.5% | +104.8% |
| 5Y | +46.2% | +2.5% | +43.7% | +35.7% |
| All | +355.4% | +118.0% | +237.4% | +194.7% |
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