+298.6%
SLV vs OTIS
+113.5%
+185.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -3.9% | -3.0% | -0.9% | -3.4% |
| 30D | -15.6% | +14.0% | -29.6% | -17.4% |
| 3M | -23.6% | +4.9% | -28.5% | -24.3% |
| 6M | -42.6% | +5.4% | -47.9% | -43.1% |
| YTD | -30.0% | -10.2% | -19.8% | -29.0% |
| 1Y | -6.6% | -13.4% | +6.8% | -4.8% |
| 3Y | +121.8% | -0.7% | +122.5% | +119.2% |
| 5Y | +92.7% | -2.1% | +94.8% | +88.3% |
| All | +298.6% | +113.5% | +185.1% | +293.2% |
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