+641.9%
ASML vs OTIS
+115.8%
+526.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.6% |
| 7D | +4.9% | -1.3% | +6.2% | +5.6% |
| 30D | -9.3% | +12.8% | -22.0% | -14.9% |
| 3M | -19.0% | +7.4% | -26.4% | -22.5% |
| 6M | -5.2% | +7.7% | -12.9% | -10.0% |
| YTD | +40.6% | -9.3% | +49.9% | +45.2% |
| 1Y | +47.5% | -12.1% | +59.6% | +54.6% |
| 3Y | +133.9% | +0.6% | +133.2% | +122.4% |
| 5Y | +83.8% | -1.1% | +84.9% | +72.4% |
| All | +641.9% | +115.8% | +526.1% | +531.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling