+29.9%
COP vs OTIS
0.0%
+29.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.7% |
| 7D | +0.7% | -2.9% | +3.5% | +0.9% |
| 30D | +0.2% | +16.1% | -15.9% | -1.4% |
| 3M | +10.2% | +6.7% | +3.5% | +9.3% |
| 6M | +20.1% | +6.0% | +14.1% | +19.2% |
| YTD | +50.5% | -9.8% | +60.3% | +53.9% |
| 1Y | +56.8% | -12.3% | +69.1% | +61.3% |
| All | +29.9% | 0.0% | +29.9% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling