+45.5%
ENTG vs OTIS
-13.8%
+59.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -2.7% |
| 7D | +5.1% | -5.0% | +10.1% | +8.4% |
| 30D | -8.5% | -6.5% | -2.0% | -4.9% |
| 3M | +6.7% | -2.0% | +8.7% | +6.6% |
| 6M | +17.7% | -20.2% | +37.9% | +35.3% |
| YTD | +63.5% | -21.0% | +84.4% | +87.7% |
| 1Y | +73.6% | -20.9% | +94.4% | +99.4% |
| All | +45.5% | -13.8% | +59.3% | +38.1% |
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