+78.7%
SO vs OTIS
-0.9%
+79.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | +1.4% | -1.3% | +2.6% | +1.7% |
| 30D | +4.7% | +12.8% | -8.1% | +1.3% |
| 3M | +1.7% | +7.4% | -5.7% | -0.4% |
| 6M | +2.2% | +7.7% | -5.6% | -0.1% |
| YTD | +10.0% | -9.3% | +19.2% | +12.2% |
| 1Y | +6.0% | -12.1% | +18.1% | +9.1% |
| 3Y | +54.1% | +0.6% | +53.5% | +49.9% |
| All | +78.7% | -0.9% | +79.7% | +68.7% |
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