-6.0%
ADP vs OTIS
-20.9%
+14.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.2% |
| 7D | -5.7% | -5.0% | -0.7% | -4.6% |
| 30D | -1.4% | -6.5% | +5.1% | 0.0% |
| 3M | +16.6% | -2.0% | +18.5% | +17.5% |
| 6M | +24.9% | -20.2% | +45.1% | +30.3% |
| YTD | +5.6% | -21.0% | +26.6% | +10.6% |
| 1Y | -6.0% | -20.9% | +14.8% | -2.6% |
| All | -6.0% | -20.9% | +14.9% | -2.6% |
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