-62.4%
W vs OTIS
-16.2%
-46.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +2.3% |
| 7D | +6.5% | -0.8% | +7.3% | +7.4% |
| 30D | -6.2% | -4.7% | -1.5% | -1.1% |
| 3M | +48.9% | +1.2% | +47.6% | +47.7% |
| 6M | +31.2% | -20.5% | +51.7% | +68.6% |
| YTD | -0.4% | -18.4% | +18.0% | +22.7% |
| 1Y | +14.8% | -18.1% | +32.9% | +40.0% |
| 3Y | +40.5% | -10.6% | +51.1% | +38.8% |
| All | -62.4% | -16.2% | -46.2% | -65.9% |
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