+60.7%
COP vs OTIS
-9.8%
+70.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.9% | -9.0% | -4.6% |
| 7D | -8.1% | +9.5% | -17.6% | -7.0% |
| 30D | +6.7% | +21.1% | -14.5% | +9.2% |
| 3M | +16.9% | +9.0% | +7.9% | +17.8% |
| 6M | +11.2% | +6.4% | +4.8% | +12.6% |
| YTD | +49.5% | -7.1% | +56.6% | +54.4% |
| 1Y | +60.7% | -10.1% | +70.8% | +65.2% |
| All | +60.7% | -9.8% | +70.5% | +65.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling