+32.1%
SNOW vs OTIS
+26.6%
+5.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.4% |
| 7D | +4.9% | -0.8% | +5.7% | +5.4% |
| 30D | +1.5% | -4.7% | +6.3% | +4.0% |
| 3M | +39.5% | +1.2% | +38.3% | +37.6% |
| 6M | +85.9% | -20.5% | +106.4% | +109.6% |
| YTD | +52.9% | -18.4% | +71.4% | +68.6% |
| 1Y | +48.1% | -18.1% | +66.2% | +62.0% |
| 3Y | +102.2% | -10.6% | +112.7% | +93.8% |
| 5Y | +5.5% | -16.1% | +21.6% | -3.3% |
| All | +32.1% | +26.6% | +5.5% | +13.8% |
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 · 6 months rolling