-5.1%
CMCSA vs OTIS
+93.9%
-99.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | +3.8% | -4.7% | +8.6% | +5.6% |
| 3M | +12.3% | +1.2% | +11.1% | +11.7% |
| 6M | -15.4% | -20.5% | +5.1% | -8.4% |
| YTD | -2.5% | -18.4% | +16.0% | +4.3% |
| 1Y | -13.4% | -18.1% | +4.7% | -7.5% |
| 3Y | -30.4% | -10.6% | -19.8% | -29.0% |
| 5Y | -45.0% | -16.1% | -28.9% | -44.1% |
| All | -5.1% | +93.9% | -99.0% | -18.5% |
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