+1,985.8%
AVGO vs OTIS
+115.8%
+1,870.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.0% | -5.8% | -5.1% |
| 7D | +18.2% | -1.3% | +19.4% | +18.6% |
| 30D | +0.2% | +12.8% | -12.6% | -4.3% |
| 3M | -16.8% | +7.4% | -24.2% | -19.4% |
| 6M | -16.5% | +7.7% | -24.2% | -19.5% |
| YTD | +0.8% | -9.3% | +10.1% | +3.1% |
| 1Y | +2.8% | -12.1% | +14.9% | +6.5% |
| 3Y | +278.5% | +0.6% | +277.9% | +258.3% |
| 5Y | +573.1% | -1.1% | +574.2% | +529.5% |
| All | +1,985.8% | +115.8% | +1,870.0% | +1,558.7% |
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