-38.4%
U vs OTIS
+22.1%
-60.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | +0.5% |
| 7D | 0.0% | -5.0% | +5.0% | +4.2% |
| 30D | -4.1% | -6.5% | +2.4% | +1.1% |
| 3M | +57.8% | -2.0% | +59.8% | +59.0% |
| 6M | +103.5% | -20.2% | +123.7% | +141.4% |
| YTD | -4.8% | -21.0% | +16.2% | +13.3% |
| 1Y | -2.4% | -20.9% | +18.5% | +15.2% |
| 3Y | +11.7% | -13.3% | +25.0% | +13.1% |
| 5Y | -68.9% | -18.5% | -50.3% | -69.5% |
| All | -38.4% | +22.1% | -60.5% | -48.4% |
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