+45.8%
ADP vs OTIS
-14.6%
+60.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -2.8% |
| 7D | -5.5% | -0.8% | -4.7% | -5.1% |
| 30D | -1.2% | -4.7% | +3.5% | +0.9% |
| 3M | +17.9% | +1.2% | +16.6% | +17.1% |
| 6M | +20.3% | -20.5% | +40.8% | +33.0% |
| YTD | +5.8% | -18.4% | +24.3% | +15.2% |
| 1Y | -7.7% | -18.1% | +10.4% | 0.0% |
| 3Y | +14.7% | -10.6% | +25.3% | +13.5% |
| 5Y | +45.8% | -16.1% | +61.9% | +41.3% |
| All | +45.8% | -14.6% | +60.4% | +41.3% |
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 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