+167.6%
SE vs OTIS
+91.3%
+76.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -2.3% |
| 7D | -5.2% | -3.0% | -2.3% | -3.7% |
| 30D | -17.1% | -6.0% | -11.1% | -14.3% |
| 3M | +24.0% | -0.9% | +24.9% | +23.8% |
| 6M | +21.0% | -17.3% | +38.3% | +33.5% |
| YTD | -16.7% | -19.6% | +2.8% | -6.7% |
| 1Y | -45.9% | -21.0% | -24.9% | -39.1% |
| 3Y | +177.8% | -12.1% | +189.9% | +182.6% |
| 5Y | -67.4% | -17.1% | -50.3% | -67.0% |
| All | +167.6% | +91.3% | +76.3% | +156.5% |
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