+435.6%
AAPL vs OTIS
+93.9%
+341.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.6% |
| 7D | -2.7% | -0.8% | -2.0% | -2.5% |
| 30D | +1.0% | -4.7% | +5.7% | +2.8% |
| 3M | +5.0% | +1.2% | +3.7% | +4.2% |
| 6M | +23.0% | -20.5% | +43.6% | +33.7% |
| YTD | +16.6% | -18.4% | +35.1% | +25.2% |
| 1Y | +33.4% | -18.1% | +51.5% | +42.7% |
| 3Y | +79.9% | -10.6% | +90.4% | +82.5% |
| 5Y | +109.0% | -16.1% | +125.1% | +110.3% |
| All | +435.6% | +93.9% | +341.7% | +368.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling