-16.5%
SOUN vs OTIS
+1.4%
-18.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.7% |
| 7D | -7.1% | -3.0% | -4.2% | -4.9% |
| 30D | -15.4% | -6.0% | -9.4% | -11.3% |
| 3M | -10.6% | -0.9% | -9.7% | -10.7% |
| 6M | -19.6% | -17.3% | -2.3% | -7.2% |
| YTD | -37.2% | -19.6% | -17.6% | -26.5% |
| 1Y | -57.1% | -21.0% | -36.0% | -49.1% |
| 3Y | +178.2% | -12.1% | +190.3% | +191.7% |
| All | -16.5% | +1.4% | -18.0% | -4.0% |
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