+76.5%
SPY vs OTIS
-12.0%
+88.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -0.4% | -2.2% | +1.8% | +0.2% |
| 30D | -1.4% | -4.3% | +2.9% | -0.3% |
| 3M | +3.7% | -2.2% | +5.9% | +4.1% |
| 6M | +13.0% | -19.9% | +32.9% | +19.6% |
| YTD | +12.4% | -19.3% | +31.7% | +18.4% |
| 1Y | +18.5% | -19.6% | +38.1% | +24.8% |
| All | +76.5% | -12.0% | +88.5% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling