+606.9%
ASML vs OTIS
+118.6%
+488.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.3% |
| 7D | -9.0% | +4.2% | -13.3% | -10.9% |
| 30D | -21.0% | +20.1% | -41.1% | -28.1% |
| 3M | -16.3% | +7.6% | -23.9% | -19.9% |
| 6M | -7.5% | +4.2% | -11.7% | -10.7% |
| YTD | +34.0% | -8.1% | +42.1% | +37.5% |
| 1Y | +39.3% | -11.5% | +50.8% | +45.7% |
| 3Y | +128.9% | +3.8% | +125.1% | +114.2% |
| 5Y | +76.1% | +5.0% | +71.1% | +62.4% |
| All | +606.9% | +118.6% | +488.4% | +497.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling