+159.3%
ADP vs OTIS
+91.8%
+67.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -5.7% | -2.2% | -3.5% | -4.8% |
| 30D | -3.1% | -4.3% | +1.2% | -1.3% |
| 3M | +15.6% | -2.2% | +17.8% | +16.5% |
| 6M | +20.8% | -19.9% | +40.7% | +32.0% |
| YTD | +4.7% | -19.3% | +24.1% | +13.8% |
| 1Y | -8.3% | -19.6% | +11.3% | -0.4% |
| 3Y | +13.6% | -11.5% | +25.1% | +15.4% |
| 5Y | +45.0% | -16.8% | +61.8% | +48.0% |
| All | +159.3% | +91.8% | +67.4% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling