+45.9%
CSCO vs OTIS
-9.8%
+55.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.2% | +1.4% |
| 7D | -6.1% | +9.5% | -15.6% | -4.2% |
| 30D | -8.2% | +21.1% | -29.3% | -4.8% |
| 3M | -14.6% | +9.0% | -23.6% | -12.6% |
| 6M | +12.7% | +6.4% | +6.3% | +15.0% |
| YTD | +37.0% | -7.1% | +44.1% | +37.5% |
| 1Y | +45.9% | -10.1% | +56.1% | +45.4% |
| All | +45.9% | -9.8% | +55.7% | +45.4% |
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 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