+65.5%
T vs OTIS
+0.6%
+64.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +2.5% | -1.3% | +3.8% | +2.8% |
| 30D | -3.8% | +12.8% | -16.6% | -5.7% |
| 3M | -8.7% | +7.4% | -16.1% | -9.9% |
| 6M | -8.1% | +7.7% | -15.8% | -9.4% |
| YTD | -6.4% | -9.3% | +2.8% | -5.8% |
| 1Y | -9.8% | -12.1% | +2.4% | -8.7% |
| 3Y | +65.5% | +0.6% | +64.9% | +72.6% |
| All | +65.5% | +0.6% | +64.9% | +72.6% |
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