+636.7%
DELL vs OTIS
-13.8%
+650.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -5.0% |
| 7D | -1.9% | -5.0% | +3.1% | -1.1% |
| 30D | +14.9% | -6.5% | +21.4% | +16.0% |
| 3M | +37.2% | -2.0% | +39.2% | +36.6% |
| 6M | +254.0% | -20.2% | +274.2% | +273.1% |
| YTD | +306.1% | -21.0% | +327.1% | +329.2% |
| 1Y | +312.3% | -20.9% | +333.1% | +335.9% |
| All | +636.7% | -13.8% | +650.5% | +606.5% |
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