+470.7%
VTR vs OTIS
+91.8%
+378.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.1% |
| 7D | -2.9% | -2.2% | -0.8% | -2.0% |
| 30D | -2.8% | -4.3% | +1.5% | -1.1% |
| 3M | +9.0% | -2.2% | +11.2% | +9.8% |
| 6M | +5.0% | -19.9% | +24.9% | +14.6% |
| YTD | +16.9% | -19.3% | +36.3% | +26.8% |
| 1Y | +34.3% | -19.6% | +53.9% | +45.4% |
| 3Y | +131.6% | -11.5% | +143.1% | +133.3% |
| 5Y | +88.0% | -16.8% | +104.8% | +91.7% |
| All | +470.7% | +91.8% | +378.9% | +342.0% |
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