+255.4%
ENTG vs OTIS
+93.9%
+161.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.8% |
| 7D | +8.9% | -0.8% | +9.7% | +9.4% |
| 30D | -7.2% | -4.7% | -2.5% | -4.4% |
| 3M | +6.4% | +1.2% | +5.2% | +4.4% |
| 6M | +25.7% | -20.5% | +46.2% | +44.9% |
| YTD | +67.9% | -18.4% | +86.3% | +89.2% |
| 1Y | +72.4% | -18.1% | +90.4% | +93.8% |
| 3Y | +48.4% | -10.6% | +59.0% | +55.3% |
| 5Y | +20.1% | -16.1% | +36.1% | +26.9% |
| All | +255.4% | +93.9% | +161.5% | +190.2% |
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