+650.9%
ASML vs OTIS
+118.0%
+532.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.5% | +6.3% |
| 7D | -0.8% | +0.5% | -1.4% | -1.2% |
| 30D | -14.9% | +19.4% | -34.3% | -22.4% |
| 3M | -13.0% | +7.1% | -20.1% | -16.6% |
| 6M | -4.7% | +6.6% | -11.3% | -8.9% |
| YTD | +42.3% | -8.3% | +50.6% | +46.2% |
| 1Y | +49.7% | -11.6% | +61.3% | +56.6% |
| 3Y | +144.3% | +3.1% | +141.2% | +129.4% |
| 5Y | +86.4% | +2.5% | +83.9% | +72.9% |
| All | +650.9% | +118.0% | +532.8% | +535.7% |
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