+121.6%
SO vs OTIS
+97.1%
+24.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -0.2% | -0.7% | +0.6% | +0.1% |
| 30D | -4.6% | -2.0% | -2.6% | -4.1% |
| 3M | -3.0% | +2.6% | -5.6% | -3.9% |
| 6M | -8.3% | -20.9% | +12.7% | -2.2% |
| YTD | +3.5% | -17.1% | +20.6% | +8.7% |
| 1Y | -0.9% | -15.9% | +15.0% | +3.5% |
| 3Y | +45.4% | -12.7% | +58.1% | +48.1% |
| 5Y | +59.6% | -15.7% | +75.3% | +61.8% |
| All | +121.6% | +97.1% | +24.5% | +70.8% |
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