+690.2%
AXON vs OTIS
+91.8%
+598.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.6% |
| 7D | -3.3% | -2.2% | -1.2% | -2.5% |
| 30D | -17.8% | -4.3% | -13.5% | -16.4% |
| 3M | +8.3% | -2.2% | +10.5% | +9.0% |
| 6M | -12.4% | -19.9% | +7.5% | -4.7% |
| YTD | -13.7% | -19.3% | +5.6% | -6.5% |
| 1Y | -33.1% | -19.6% | -13.5% | -27.5% |
| 3Y | +128.2% | -11.5% | +139.7% | +130.1% |
| 5Y | +170.5% | -16.8% | +187.3% | +170.9% |
| All | +690.2% | +91.8% | +598.4% | +574.7% |
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