+193.6%
V vs OTIS
+115.8%
+77.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | +0.9% | -1.3% | +2.2% | +1.4% |
| 30D | +9.0% | +12.8% | -3.8% | +4.1% |
| 3M | +16.7% | +7.4% | +9.3% | +13.5% |
| 6M | +33.4% | +7.7% | +25.7% | +29.3% |
| YTD | +22.4% | -9.3% | +31.6% | +26.2% |
| 1Y | +27.7% | -12.1% | +39.8% | +33.3% |
| 3Y | +78.0% | +0.6% | +77.3% | +73.1% |
| 5Y | +108.5% | -1.1% | +109.6% | +100.2% |
| All | +193.6% | +115.8% | +77.9% | +131.1% |
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