+2,071.9%
AVGO vs OTIS
+91.3%
+1,980.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.3% |
| 7D | +1.1% | -3.0% | +4.1% | +2.2% |
| 30D | -13.0% | -6.0% | -7.0% | -11.1% |
| 3M | -6.0% | -0.9% | -5.1% | -6.3% |
| 6M | +6.4% | -17.3% | +23.7% | +13.5% |
| YTD | +5.0% | -19.6% | +24.5% | +12.7% |
| 1Y | +1.4% | -21.0% | +22.4% | +9.4% |
| 3Y | +336.8% | -12.1% | +348.9% | +336.8% |
| 5Y | +698.2% | -17.1% | +715.3% | +694.7% |
| All | +2,071.9% | +91.3% | +1,980.6% | +1,712.1% |
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