+108.1%
CSCO vs OTIS
0.0%
+108.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.7% |
| 7D | -2.8% | -2.9% | +0.1% | -2.5% |
| 30D | -12.6% | +16.1% | -28.7% | -13.9% |
| 3M | -16.0% | +6.7% | -22.8% | -16.4% |
| 6M | +2.8% | +6.0% | -3.2% | +2.4% |
| YTD | +33.2% | -9.8% | +43.0% | +35.8% |
| 1Y | +43.1% | -12.3% | +55.5% | +46.8% |
| All | +108.1% | 0.0% | +108.1% | +102.8% |
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 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