-75.5%
SMR vs OTIS
-19.7%
-55.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.8% | -17.5% | -15.7% |
| 7D | -11.2% | -3.0% | -8.3% | -11.0% |
| 30D | -10.2% | -6.0% | -4.2% | -9.9% |
| 3M | -10.0% | -0.9% | -9.2% | -11.1% |
| 6M | -30.5% | -17.3% | -13.1% | -28.7% |
| YTD | -39.2% | -19.6% | -19.7% | -38.0% |
| 1Y | -75.5% | -21.0% | -54.5% | -72.2% |
| All | -75.5% | -19.7% | -55.8% | -72.2% |
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 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