+297.0%
VIAV vs OTIS
+91.8%
+205.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +13.6% | -2.2% | +15.7% | +14.3% |
| 30D | +5.3% | -4.3% | +9.6% | +6.7% |
| 3M | -15.6% | -2.2% | -13.4% | -15.7% |
| 6M | +34.0% | -19.9% | +53.9% | +43.6% |
| YTD | +119.9% | -19.3% | +139.2% | +134.1% |
| 1Y | +235.2% | -19.6% | +254.7% | +256.6% |
| 3Y | +299.8% | -11.5% | +311.3% | +300.0% |
| 5Y | +140.1% | -16.8% | +156.8% | +141.5% |
| All | +297.0% | +91.8% | +205.1% | +231.8% |
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