+29.7%
SRE vs OTIS
-13.8%
+43.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.7% |
| 7D | -0.7% | -5.0% | +4.3% | +0.6% |
| 30D | -1.7% | -6.5% | +4.8% | -0.1% |
| 3M | -7.1% | -2.0% | -5.1% | -6.8% |
| 6M | -8.4% | -20.2% | +11.8% | -3.3% |
| YTD | -3.5% | -21.0% | +17.5% | +2.0% |
| 1Y | +5.4% | -20.9% | +26.2% | +11.1% |
| All | +29.7% | -13.8% | +43.5% | +27.6% |
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