-39.0%
U vs OTIS
+28.0%
-67.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -3.8% | -0.7% | -3.1% | -3.2% |
| 30D | +17.5% | -2.0% | +19.4% | +19.4% |
| 3M | +38.7% | +2.6% | +36.2% | +34.9% |
| 6M | +104.4% | -20.9% | +125.3% | +145.6% |
| YTD | -5.7% | -17.1% | +11.4% | +8.0% |
| 1Y | +3.7% | -15.9% | +19.6% | +16.4% |
| 3Y | +12.3% | -12.7% | +25.1% | +14.4% |
| 5Y | -68.8% | -15.7% | -53.1% | -70.5% |
| All | -39.0% | +28.0% | -67.1% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling