+189.9%
V vs OTIS
+113.5%
+76.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.2% |
| 7D | -0.4% | -3.0% | +2.6% | +0.8% |
| 30D | +6.3% | +14.0% | -7.7% | +1.2% |
| 3M | +17.2% | +4.9% | +12.2% | +14.9% |
| 6M | +29.2% | +5.4% | +23.9% | +26.4% |
| YTD | +20.8% | -10.2% | +31.0% | +25.1% |
| 1Y | +25.0% | -13.4% | +38.4% | +31.3% |
| 3Y | +75.3% | -0.7% | +76.0% | +71.3% |
| 5Y | +105.8% | -2.1% | +108.0% | +98.5% |
| All | +189.9% | +113.5% | +76.3% | +129.1% |
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