-77.0%
SE vs OTIS
+1.7%
-78.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.9% |
| 7D | 0.0% | +1.7% | -1.7% | -1.2% |
| 30D | -19.4% | +18.5% | -37.8% | -29.8% |
| 3M | -33.1% | +7.9% | -41.0% | -37.3% |
| 6M | -11.4% | +5.7% | -17.1% | -16.5% |
| YTD | -39.8% | -9.1% | -30.7% | -35.8% |
| 1Y | -50.5% | -11.6% | -38.9% | -46.0% |
| 3Y | +68.9% | +0.6% | +68.3% | +39.4% |
| All | -77.0% | +1.7% | -78.7% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling