+23.5%
ADP vs OTIS
-12.7%
+36.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +0.9% | -2.9% | +3.8% | +1.9% |
| 30D | +11.9% | +16.1% | -4.2% | +7.0% |
| 3M | +13.7% | +6.7% | +7.0% | +11.0% |
| 6M | +46.8% | +6.0% | +40.8% | +43.5% |
| YTD | +21.8% | -9.8% | +31.6% | +23.7% |
| 1Y | +23.5% | -12.3% | +35.9% | +27.6% |
| All | +23.5% | -12.7% | +36.3% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling