-53.1%
W vs OTIS
+0.9%
-54.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.6% |
| 7D | -7.4% | -2.9% | -4.5% | -4.3% |
| 30D | +7.8% | +16.1% | -8.3% | -9.3% |
| 3M | +10.9% | +6.7% | +4.1% | +2.3% |
| 6M | +86.4% | +6.0% | +80.4% | +74.3% |
| YTD | +14.0% | -9.8% | +23.7% | +25.3% |
| 1Y | +3.5% | -12.3% | +15.9% | +18.1% |
| 3Y | +164.8% | -0.2% | +165.0% | +124.3% |
| 5Y | -53.1% | +1.0% | -54.1% | -63.8% |
| All | -53.1% | +0.9% | -54.0% | -63.8% |
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