+631.1%
VRT vs OTIS
+1.7%
+629.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.6% |
| 7D | -17.7% | +1.7% | -19.4% | -18.8% |
| 30D | -20.0% | +18.5% | -38.5% | -29.4% |
| 3M | -28.1% | +7.9% | -35.9% | -32.5% |
| 6M | -42.8% | +5.7% | -48.5% | -46.1% |
| YTD | +20.0% | -9.1% | +29.0% | +24.6% |
| 1Y | +3.5% | -11.6% | +15.1% | +9.5% |
| 3Y | +366.1% | +0.6% | +365.5% | +282.3% |
| All | +631.1% | +1.7% | +629.3% | +459.3% |
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