+707.6%
TER vs OTIS
+87.9%
+619.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -2.5% |
| 7D | +9.4% | -5.0% | +14.4% | +12.3% |
| 30D | -2.4% | -6.5% | +4.1% | +0.7% |
| 3M | +6.5% | -2.0% | +8.5% | +6.2% |
| 6M | +23.2% | -20.2% | +43.4% | +37.6% |
| YTD | +91.5% | -21.0% | +112.5% | +113.7% |
| 1Y | +214.8% | -20.9% | +235.7% | +251.1% |
| 3Y | +275.3% | -13.3% | +288.7% | +293.5% |
| 5Y | +211.9% | -18.5% | +230.4% | +226.3% |
| All | +707.6% | +87.9% | +619.7% | +639.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling