+71.2%
SU vs OTIS
-14.9%
+86.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.8% |
| 7D | +3.6% | -0.7% | +4.3% | +3.4% |
| 30D | +7.9% | -2.0% | +9.9% | +7.4% |
| 3M | +3.5% | +2.6% | +0.9% | +4.1% |
| 6M | +19.0% | -20.9% | +39.9% | +17.5% |
| YTD | +55.0% | -17.1% | +72.1% | +52.5% |
| 1Y | +71.2% | -15.9% | +87.1% | +70.4% |
| All | +71.2% | -14.9% | +86.1% | +70.4% |
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