+375.9%
W vs OTIS
+115.8%
+260.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.3% |
| 7D | +0.2% | -1.3% | +1.4% | +1.0% |
| 30D | +6.8% | +12.8% | -6.0% | -1.4% |
| 3M | +10.7% | +7.4% | +3.3% | +5.3% |
| 6M | +86.3% | +7.7% | +78.6% | +77.8% |
| YTD | +11.5% | -9.3% | +20.7% | +17.8% |
| 1Y | +5.1% | -12.1% | +17.2% | +13.5% |
| 3Y | +171.0% | +0.6% | +170.4% | +166.1% |
| 5Y | -56.6% | -1.1% | -55.5% | -58.5% |
| All | +375.9% | +115.8% | +260.1% | +402.5% |
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