-64.9%
SE vs OTIS
-16.2%
-48.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +2.4% |
| 7D | +0.6% | -0.8% | +1.4% | +1.2% |
| 30D | -0.1% | -4.7% | +4.6% | +3.6% |
| 3M | +34.1% | +1.2% | +32.9% | +31.4% |
| 6M | +23.2% | -20.5% | +43.7% | +46.9% |
| YTD | -11.2% | -18.4% | +7.3% | +3.4% |
| 1Y | -40.5% | -18.1% | -22.4% | -31.6% |
| 3Y | +196.3% | -10.6% | +206.8% | +174.5% |
| All | -64.9% | -16.2% | -48.7% | -67.4% |
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