+319.1%
W vs OTIS
+91.3%
+227.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | 0.0% |
| 7D | -0.9% | -3.0% | +2.1% | +1.1% |
| 30D | -4.2% | -6.0% | +1.8% | -0.2% |
| 3M | +26.9% | -0.9% | +27.8% | +28.1% |
| 6M | +31.2% | -17.3% | +48.6% | +48.7% |
| YTD | -1.8% | -19.6% | +17.7% | +12.6% |
| 1Y | +9.3% | -21.0% | +30.3% | +26.7% |
| 3Y | +33.2% | -12.1% | +45.3% | +43.5% |
| 5Y | -62.4% | -17.1% | -45.3% | -61.1% |
| All | +319.1% | +91.3% | +227.8% | +380.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling