+68.6%
ENTG vs OTIS
-19.7%
+88.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.7% |
| 7D | +1.2% | -3.0% | +4.1% | +1.9% |
| 30D | -12.9% | -6.0% | -6.8% | -11.5% |
| 3M | -3.1% | -0.9% | -2.2% | -3.9% |
| 6M | +21.0% | -17.3% | +38.3% | +29.3% |
| YTD | +67.0% | -19.6% | +86.6% | +77.8% |
| 1Y | +68.6% | -21.0% | +89.7% | +86.0% |
| All | +68.6% | -19.7% | +88.4% | +86.0% |
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