+177.1%
W vs OTIS
0.0%
+177.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.3% |
| 7D | -7.4% | -2.9% | -4.5% | -5.3% |
| 30D | +7.8% | +16.1% | -8.3% | -4.1% |
| 3M | +10.9% | +6.7% | +4.1% | +5.2% |
| 6M | +86.4% | +6.0% | +80.4% | +78.6% |
| YTD | +14.0% | -9.8% | +23.7% | +21.2% |
| 1Y | +3.5% | -12.3% | +15.9% | +12.9% |
| All | +177.1% | 0.0% | +177.1% | +137.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling