+152.8%
V vs OTIS
+87.9%
+64.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.7% |
| 7D | -3.0% | -5.0% | +2.0% | -1.1% |
| 30D | +1.2% | -6.5% | +7.7% | +3.8% |
| 3M | +13.9% | -2.0% | +15.9% | +14.7% |
| 6M | +17.2% | -20.2% | +37.4% | +27.3% |
| YTD | +5.3% | -21.0% | +26.3% | +14.7% |
| 1Y | +9.5% | -20.9% | +30.3% | +19.0% |
| 3Y | +51.9% | -13.3% | +65.3% | +56.5% |
| 5Y | +69.6% | -18.5% | +88.1% | +74.6% |
| All | +152.8% | +87.9% | +64.9% | +109.9% |
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