+158.2%
V vs OTIS
+97.1%
+61.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -1.7% | -0.7% | -1.0% | -1.4% |
| 30D | +2.0% | -2.0% | +4.0% | +2.7% |
| 3M | +17.4% | +2.6% | +14.8% | +16.1% |
| 6M | +17.5% | -20.9% | +38.4% | +28.1% |
| YTD | +7.6% | -17.1% | +24.7% | +15.0% |
| 1Y | +7.7% | -15.9% | +23.6% | +14.4% |
| 3Y | +54.7% | -12.7% | +67.4% | +59.1% |
| 5Y | +73.0% | -15.7% | +88.8% | +75.7% |
| All | +158.2% | +97.1% | +61.1% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling