+67.7%
V vs OTIS
-17.1%
+84.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | +0.1% |
| 7D | -2.9% | -2.2% | -0.7% | -2.0% |
| 30D | +1.9% | -4.3% | +6.2% | +3.7% |
| 3M | +13.2% | -2.2% | +15.4% | +14.2% |
| 6M | +16.7% | -19.9% | +36.6% | +27.8% |
| YTD | +5.4% | -19.3% | +24.7% | +14.8% |
| 1Y | +7.7% | -19.6% | +27.2% | +17.3% |
| 3Y | +52.0% | -11.5% | +63.5% | +53.3% |
| 5Y | +67.7% | -16.8% | +84.5% | +65.2% |
| All | +67.7% | -17.1% | +84.8% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling