+3.3%
SNOW vs OTIS
-17.8%
+21.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.3% |
| 7D | -2.4% | -3.0% | +0.5% | -0.7% |
| 30D | -1.0% | -6.0% | +5.0% | +2.6% |
| 3M | +36.9% | -0.9% | +37.7% | +36.5% |
| 6M | +83.4% | -17.3% | +100.7% | +104.2% |
| YTD | +50.0% | -19.6% | +69.5% | +68.6% |
| 1Y | +46.5% | -21.0% | +67.5% | +66.2% |
| 3Y | +93.3% | -12.1% | +105.4% | +80.2% |
| All | +3.3% | -17.8% | +21.1% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling