+345.7%
RF vs OTIS
+118.6%
+227.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -0.9% | +4.2% | -5.1% | -3.2% |
| 30D | +6.0% | +20.1% | -14.1% | -4.4% |
| 3M | -8.9% | +7.6% | -16.5% | -12.9% |
| 6M | +2.3% | +4.2% | -1.8% | -0.7% |
| YTD | +7.6% | -8.1% | +15.6% | +11.6% |
| 1Y | +21.2% | -11.5% | +32.7% | +28.5% |
| 3Y | +108.5% | +3.8% | +104.7% | +93.7% |
| 5Y | +43.2% | +5.0% | +38.2% | +31.1% |
| All | +345.7% | +118.6% | +227.1% | +188.0% |
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 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