+277.2%
TER vs OTIS
-10.9%
+288.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.9% |
| 7D | +11.0% | -0.8% | +11.7% | +11.3% |
| 30D | -1.9% | -4.7% | +2.9% | +0.1% |
| 3M | -0.7% | +1.2% | -1.9% | -2.7% |
| 6M | +36.4% | -20.5% | +56.9% | +52.6% |
| YTD | +92.4% | -18.4% | +110.9% | +110.8% |
| 1Y | +213.5% | -18.1% | +231.6% | +242.8% |
| 3Y | +277.2% | -10.6% | +287.8% | +244.0% |
| All | +277.2% | -10.9% | +288.1% | +244.0% |
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