+338.3%
SU vs OTIS
-17.8%
+356.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.6% |
| 7D | +2.2% | -3.0% | +5.2% | +3.0% |
| 30D | +8.4% | -6.0% | +14.5% | +10.1% |
| 3M | +12.1% | -0.9% | +13.0% | +11.8% |
| 6M | +19.7% | -17.3% | +37.0% | +25.7% |
| YTD | +58.4% | -19.6% | +78.0% | +67.5% |
| 1Y | +67.2% | -21.0% | +88.3% | +77.8% |
| 3Y | +125.0% | -12.1% | +137.1% | +121.8% |
| All | +338.3% | -17.8% | +356.1% | +332.6% |
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 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