+52.5%
V vs OTIS
-10.9%
+63.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.2% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | +1.9% | -4.7% | +6.6% | +3.5% |
| 3M | +15.5% | +1.2% | +14.3% | +15.0% |
| 6M | +16.6% | -20.5% | +37.1% | +25.1% |
| YTD | +5.7% | -18.4% | +24.2% | +12.4% |
| 1Y | +8.6% | -18.1% | +26.6% | +15.2% |
| 3Y | +52.5% | -10.6% | +63.1% | +54.6% |
| All | +52.5% | -10.9% | +63.4% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling