-46.2%
SE vs OTIS
-12.5%
-33.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -0.5% | -1.3% | +0.8% | -0.2% |
| 30D | -20.9% | +12.8% | -33.7% | -23.5% |
| 3M | -38.9% | +7.4% | -46.3% | -40.1% |
| 6M | -19.4% | +7.7% | -27.1% | -21.1% |
| YTD | -40.9% | -9.3% | -31.7% | -35.6% |
| 1Y | -46.2% | -12.1% | -34.1% | -42.5% |
| All | -46.2% | -12.5% | -33.7% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling