+155.0%
V vs OTIS
+91.3%
+63.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.2% |
| 7D | -1.2% | -3.0% | +1.7% | -0.1% |
| 30D | +3.1% | -6.0% | +9.1% | +5.5% |
| 3M | +16.3% | -0.9% | +17.2% | +16.6% |
| 6M | +20.4% | -17.3% | +37.7% | +29.0% |
| YTD | +6.3% | -19.6% | +25.8% | +14.9% |
| 1Y | +8.7% | -21.0% | +29.7% | +18.2% |
| 3Y | +53.3% | -12.1% | +65.4% | +57.1% |
| 5Y | +71.1% | -17.1% | +88.1% | +74.9% |
| All | +155.0% | +91.3% | +63.7% | +110.4% |
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