+11.1%
SMR vs OTIS
-3.4%
+14.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.6% | +16.9% | +16.0% |
| 7D | +21.4% | -0.8% | +22.2% | +21.7% |
| 30D | +13.8% | -4.7% | +18.6% | +16.3% |
| 3M | +3.9% | +1.2% | +2.7% | +2.0% |
| 6M | -4.2% | -20.5% | +16.3% | +7.1% |
| YTD | -21.1% | -18.4% | -2.7% | -13.3% |
| 1Y | -67.1% | -18.1% | -49.0% | -64.0% |
| 3Y | +88.9% | -10.6% | +99.4% | +92.9% |
| All | +11.1% | -3.4% | +14.5% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling