+57.9%
SO vs OTIS
-17.1%
+75.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | 0.0% | -2.2% | +2.2% | +0.6% |
| 30D | -2.5% | -4.3% | +1.8% | -1.4% |
| 3M | -4.2% | -2.2% | -2.0% | -3.7% |
| 6M | -7.7% | -19.9% | +12.2% | -2.4% |
| YTD | +3.8% | -19.3% | +23.1% | +9.3% |
| 1Y | +0.1% | -19.6% | +19.6% | +5.3% |
| 3Y | +44.2% | -11.5% | +55.7% | +45.7% |
| 5Y | +57.9% | -16.8% | +74.6% | +54.7% |
| All | +57.9% | -17.1% | +75.0% | +54.7% |
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