+127.8%
AAPL vs OTIS
-17.8%
+145.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | 0.0% | +0.9% |
| 7D | +3.8% | -3.0% | +6.8% | +5.3% |
| 30D | +9.9% | -6.0% | +15.9% | +13.1% |
| 3M | +12.5% | -0.9% | +13.4% | +12.5% |
| 6M | +27.6% | -17.3% | +45.0% | +39.0% |
| YTD | +22.6% | -19.6% | +42.1% | +34.8% |
| 1Y | +45.0% | -21.0% | +66.0% | +60.6% |
| 3Y | +87.8% | -12.1% | +99.8% | +86.9% |
| All | +127.8% | -17.8% | +145.6% | +120.1% |
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 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