+113.2%
EQIX vs OTIS
+91.3%
+22.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.7% |
| 7D | +0.2% | -3.0% | +3.1% | +1.2% |
| 30D | -2.5% | -6.0% | +3.5% | -0.4% |
| 3M | 0.0% | -0.9% | +0.8% | 0.0% |
| 6M | +7.6% | -17.3% | +25.0% | +14.6% |
| YTD | +37.5% | -19.6% | +57.1% | +47.5% |
| 1Y | +32.9% | -21.0% | +53.9% | +43.3% |
| 3Y | +42.8% | -12.1% | +54.8% | +45.0% |
| 5Y | +35.8% | -17.1% | +52.9% | +36.9% |
| All | +113.2% | +91.3% | +22.0% | +71.7% |
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