+288.9%
EBAY vs OTIS
+91.8%
+197.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -3.0% | -2.2% | -0.8% | -2.2% |
| 30D | -3.6% | -4.3% | +0.7% | -2.1% |
| 3M | -4.4% | -2.2% | -2.3% | -3.9% |
| 6M | +12.1% | -19.9% | +32.0% | +21.2% |
| YTD | +19.9% | -19.3% | +39.3% | +29.0% |
| 1Y | +13.4% | -19.6% | +32.9% | +21.9% |
| 3Y | +150.5% | -11.5% | +162.0% | +155.6% |
| 5Y | +54.8% | -16.8% | +71.6% | +56.2% |
| All | +288.9% | +91.8% | +197.0% | +242.8% |
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 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