+322.7%
W vs OTIS
+97.1%
+225.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | -4.2% | -0.7% | -3.4% | -3.6% |
| 30D | -7.6% | -2.0% | -5.6% | -6.3% |
| 3M | +37.2% | +2.6% | +34.6% | +35.6% |
| 6M | +26.3% | -20.9% | +47.3% | +47.2% |
| YTD | -1.0% | -17.1% | +16.1% | +11.3% |
| 1Y | +20.1% | -15.9% | +36.0% | +33.6% |
| 3Y | +37.8% | -12.7% | +50.5% | +48.7% |
| 5Y | -63.7% | -15.7% | -47.9% | -63.2% |
| All | +322.7% | +97.1% | +225.6% | +375.1% |
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