+224.2%
COST vs OTIS
+91.8%
+132.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -2.8% | -2.2% | -0.6% | -2.3% |
| 30D | -5.3% | -4.3% | -0.9% | -4.2% |
| 3M | -6.7% | -2.2% | -4.5% | -6.2% |
| 6M | -9.9% | -19.9% | +10.0% | -5.1% |
| YTD | +5.1% | -19.3% | +24.5% | +10.4% |
| 1Y | -7.3% | -19.6% | +12.3% | -2.7% |
| 3Y | +70.4% | -11.5% | +81.9% | +72.6% |
| 5Y | +104.4% | -16.8% | +121.2% | +103.4% |
| All | +224.2% | +91.8% | +132.4% | +207.8% |
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