+648.2%
ASML vs OTIS
+116.3%
+531.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | 0.0% |
| 7D | -2.9% | +1.7% | -4.6% | -3.7% |
| 30D | -15.2% | +18.5% | -33.7% | -22.4% |
| 3M | -12.9% | +7.9% | -20.8% | -16.8% |
| 6M | -5.0% | +5.7% | -10.7% | -8.9% |
| YTD | +41.8% | -9.1% | +50.9% | +46.2% |
| 1Y | +46.0% | -11.6% | +57.6% | +52.7% |
| 3Y | +133.5% | +0.6% | +132.9% | +122.2% |
| 5Y | +93.0% | +1.8% | +91.2% | +79.7% |
| All | +648.2% | +116.3% | +531.9% | +535.8% |
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