-68.3%
U vs OTIS
-17.1%
-51.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.5% |
| 7D | +4.4% | -2.2% | +6.5% | +6.4% |
| 30D | -1.3% | -4.3% | +3.0% | +2.6% |
| 3M | +49.6% | -2.2% | +51.8% | +51.4% |
| 6M | +100.2% | -19.9% | +120.1% | +142.5% |
| YTD | -3.7% | -19.3% | +15.6% | +14.9% |
| 1Y | -6.5% | -19.6% | +13.1% | +10.9% |
| 3Y | +12.9% | -11.5% | +24.4% | +7.5% |
| 5Y | -68.3% | -16.8% | -51.5% | -69.2% |
| All | -68.3% | -17.1% | -51.2% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling