+81.7%
SPY vs OTIS
-17.1%
+98.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | -0.4% | -2.2% | +1.8% | +0.5% |
| 30D | -1.4% | -4.3% | +2.9% | +0.3% |
| 3M | +3.7% | -2.2% | +5.9% | +4.3% |
| 6M | +13.0% | -19.9% | +32.9% | +23.4% |
| YTD | +12.4% | -19.3% | +31.7% | +22.0% |
| 1Y | +18.5% | -19.6% | +38.1% | +28.5% |
| 3Y | +77.6% | -11.5% | +89.2% | +75.8% |
| 5Y | +81.7% | -16.8% | +98.5% | +75.8% |
| All | +81.7% | -17.1% | +98.8% | +75.8% |
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 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