+2.7%
SRE vs OTIS
-19.7%
+22.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.0% |
| 7D | -0.8% | -3.0% | +2.1% | -0.4% |
| 30D | -3.0% | -6.0% | +3.0% | -2.1% |
| 3M | -8.3% | -0.9% | -7.4% | -8.4% |
| 6M | -8.9% | -17.3% | +8.4% | -7.3% |
| YTD | -4.3% | -19.6% | +15.3% | -2.2% |
| 1Y | +2.7% | -21.0% | +23.8% | +5.0% |
| All | +2.7% | -19.7% | +22.5% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling