+3,528.1%
DELL vs OTIS
+93.9%
+3,434.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | +25.6% | -0.8% | +26.4% | +26.0% |
| 30D | +17.7% | -4.7% | +22.4% | +19.7% |
| 3M | +33.4% | +1.2% | +32.2% | +31.5% |
| 6M | +266.2% | -20.5% | +286.7% | +298.6% |
| YTD | +328.0% | -18.4% | +346.4% | +359.8% |
| 1Y | +339.6% | -18.1% | +357.7% | +371.2% |
| 3Y | +694.6% | -10.6% | +705.2% | +693.4% |
| 5Y | +1,122.0% | -16.1% | +1,138.1% | +1,124.8% |
| All | +3,528.1% | +93.9% | +3,434.2% | +2,826.3% |
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