+45.4%
ADP vs OTIS
0.0%
+45.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +0.9% | -2.9% | +3.8% | +1.8% |
| 30D | +11.9% | +16.1% | -4.2% | +7.2% |
| 3M | +13.7% | +6.7% | +7.0% | +11.4% |
| 6M | +46.8% | +6.0% | +40.8% | +44.0% |
| YTD | +21.8% | -9.8% | +31.6% | +24.6% |
| 1Y | +23.5% | -12.3% | +35.9% | +27.4% |
| All | +45.4% | 0.0% | +45.4% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling