+249.6%
CSCO vs OTIS
+97.1%
+152.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.7% | -0.7% | +0.1% | -0.5% |
| 30D | -10.1% | -2.0% | -8.1% | -9.7% |
| 3M | -15.7% | +2.6% | -18.3% | -16.5% |
| 6M | +36.3% | -20.9% | +57.2% | +45.0% |
| YTD | +43.8% | -17.1% | +60.9% | +50.4% |
| 1Y | +63.9% | -15.9% | +79.8% | +70.3% |
| 3Y | +104.4% | -12.7% | +117.1% | +106.6% |
| 5Y | +111.4% | -15.7% | +127.1% | +110.3% |
| All | +249.6% | +97.1% | +152.5% | +197.0% |
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