+143.3%
DELL vs OTIS
-9.8%
+153.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.9% | -12.7% | -6.9% |
| 7D | -24.6% | +9.5% | -34.1% | -21.1% |
| 30D | -32.5% | +21.1% | -53.6% | -27.4% |
| 3M | -20.2% | +9.0% | -29.2% | -15.8% |
| 6M | +76.5% | +6.4% | +70.0% | +88.9% |
| YTD | +198.9% | -7.1% | +206.0% | +233.8% |
| 1Y | +143.3% | -10.1% | +153.5% | +179.1% |
| All | +143.3% | -9.8% | +153.1% | +179.1% |
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