+128.5%
SLV vs OTIS
+2.0%
+126.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | +3.7% | +1.7% | +2.0% | +3.5% |
| 30D | -15.2% | +18.5% | -33.6% | -17.1% |
| 3M | -21.8% | +7.9% | -29.6% | -22.5% |
| 6M | -36.3% | +5.7% | -42.0% | -36.8% |
| YTD | -27.8% | -9.1% | -18.8% | -27.1% |
| 1Y | +1.5% | -11.6% | +13.1% | +3.1% |
| 3Y | +128.5% | +0.6% | +127.9% | +113.4% |
| All | +128.5% | +2.0% | +126.5% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling