+62.7%
DXCM vs OTIS
+91.8%
-29.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | -6.5% | -2.2% | -4.3% | -5.5% |
| 30D | -4.3% | -4.3% | 0.0% | -2.4% |
| 3M | +7.3% | -2.2% | +9.5% | +8.4% |
| 6M | +22.0% | -19.9% | +41.9% | +34.2% |
| YTD | +26.4% | -19.3% | +45.7% | +37.9% |
| 1Y | +7.0% | -19.6% | +26.6% | +16.6% |
| 3Y | -19.6% | -11.5% | -8.1% | -19.4% |
| 5Y | -39.3% | -16.8% | -22.5% | -39.0% |
| All | +62.7% | +91.8% | -29.1% | +27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling