+200.2%
SCHD vs OTIS
+91.3%
+109.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | -2.0% | -3.0% | +1.0% | -0.9% |
| 30D | -0.4% | -6.0% | +5.6% | +1.8% |
| 3M | +5.7% | -0.9% | +6.6% | +5.9% |
| 6M | +11.9% | -17.3% | +29.2% | +19.2% |
| YTD | +26.4% | -19.6% | +46.0% | +35.8% |
| 1Y | +27.6% | -21.0% | +48.6% | +37.8% |
| 3Y | +54.9% | -12.1% | +67.0% | +58.4% |
| 5Y | +60.9% | -17.1% | +78.0% | +64.5% |
| All | +200.2% | +91.3% | +109.0% | +151.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling