+386.5%
W vs OTIS
+114.5%
+272.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.2% |
| 7D | -7.4% | -2.9% | -4.5% | -5.6% |
| 30D | +7.8% | +16.1% | -8.3% | -2.5% |
| 3M | +10.9% | +6.7% | +4.1% | +5.9% |
| 6M | +86.4% | +6.0% | +80.4% | +79.8% |
| YTD | +14.0% | -9.8% | +23.7% | +20.8% |
| 1Y | +3.5% | -12.3% | +15.9% | +12.0% |
| 3Y | +164.8% | -0.2% | +165.0% | +161.5% |
| 5Y | -53.1% | +1.0% | -54.1% | -54.9% |
| All | +386.5% | +114.5% | +272.0% | +415.7% |
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