+24.5%
COP vs OTIS
-12.0%
+36.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | -0.5% | -2.2% | +1.7% | -0.2% |
| 30D | +11.7% | -4.3% | +16.0% | +12.3% |
| 3M | +17.7% | -2.2% | +19.9% | +17.7% |
| 6M | +18.3% | -19.9% | +38.2% | +23.0% |
| YTD | +49.1% | -19.3% | +68.4% | +54.5% |
| 1Y | +53.3% | -19.6% | +72.9% | +59.0% |
| All | +24.5% | -12.0% | +36.5% | +23.1% |
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