-24.5%
ADSK vs OTIS
-17.8%
-6.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.7% |
| 7D | -2.5% | -3.0% | +0.4% | -0.8% |
| 30D | -14.9% | -6.0% | -8.9% | -11.7% |
| 3M | +3.3% | -0.9% | +4.2% | +3.8% |
| 6M | -15.7% | -17.3% | +1.7% | -6.1% |
| YTD | -28.2% | -19.6% | -8.7% | -19.2% |
| 1Y | -34.5% | -21.0% | -13.5% | -25.7% |
| 3Y | -2.9% | -12.1% | +9.2% | -5.3% |
| All | -24.5% | -17.8% | -6.7% | -29.4% |
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 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