+120.7%
SO vs OTIS
+87.9%
+32.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.1% |
| 7D | -1.1% | -5.0% | +3.9% | +0.3% |
| 30D | -3.7% | -6.5% | +2.7% | -1.9% |
| 3M | -5.9% | -2.0% | -3.9% | -5.5% |
| 6M | -7.3% | -20.2% | +12.8% | -1.5% |
| YTD | +3.1% | -21.0% | +24.1% | +9.7% |
| 1Y | -1.0% | -20.9% | +19.9% | +5.2% |
| 3Y | +43.2% | -13.3% | +56.6% | +46.1% |
| 5Y | +59.1% | -18.5% | +77.6% | +62.7% |
| All | +120.7% | +87.9% | +32.8% | +72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling