+68.9%
T vs OTIS
+87.9%
-19.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.1% |
| 7D | -2.4% | -5.0% | +2.6% | -1.3% |
| 30D | +4.3% | -6.5% | +10.8% | +5.9% |
| 3M | +11.6% | -2.0% | +13.5% | +12.0% |
| 6M | -5.6% | -20.2% | +14.6% | -0.7% |
| YTD | +6.6% | -21.0% | +27.5% | +12.1% |
| 1Y | -8.4% | -20.9% | +12.5% | -3.7% |
| 3Y | +107.8% | -13.3% | +121.2% | +110.3% |
| 5Y | +68.3% | -18.5% | +86.8% | +70.2% |
| All | +68.9% | +87.9% | -19.0% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling