+309.4%
SPOT vs OTIS
+93.9%
+215.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.9% |
| 7D | -2.9% | -0.8% | -2.1% | -2.5% |
| 30D | +8.3% | -4.7% | +13.0% | +10.4% |
| 3M | +5.1% | +1.2% | +3.8% | +4.2% |
| 6M | -6.5% | -20.5% | +14.1% | +2.1% |
| YTD | -9.0% | -18.4% | +9.5% | -2.1% |
| 1Y | -26.4% | -18.1% | -8.3% | -21.1% |
| 3Y | +240.0% | -10.6% | +250.6% | +242.0% |
| 5Y | +111.7% | -16.1% | +127.8% | +109.0% |
| All | +309.4% | +93.9% | +215.5% | +258.5% |
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