-95.5%
SNDQ vs OTIS
-12.0%
-83.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.0% | +10.0% | +15.6% |
| 7D | -20.4% | -5.0% | -15.4% | -3.6% |
| 30D | -54.5% | -6.5% | -48.0% | -40.1% |
| 3M | -79.1% | -2.0% | -77.1% | -75.1% |
| All | -95.5% | -12.0% | -83.6% | -89.8% |
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 · Available span rolling