+244.0%
CSCO vs OTIS
+87.9%
+156.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.3% |
| 7D | -1.1% | -5.0% | +3.9% | +0.3% |
| 30D | -10.8% | -6.5% | -4.3% | -9.2% |
| 3M | -9.2% | -2.0% | -7.3% | -9.0% |
| 6M | +39.5% | -20.2% | +59.7% | +47.9% |
| YTD | +41.5% | -21.0% | +62.5% | +49.9% |
| 1Y | +61.0% | -20.9% | +81.8% | +70.1% |
| 3Y | +105.2% | -13.3% | +118.5% | +107.3% |
| 5Y | +113.4% | -18.5% | +132.0% | +114.4% |
| All | +244.0% | +87.9% | +156.1% | +195.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling