+507.0%
FSLR vs OTIS
+91.8%
+415.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.3% |
| 7D | +0.2% | -2.2% | +2.4% | +1.1% |
| 30D | -15.1% | -4.3% | -10.8% | -13.7% |
| 3M | -22.5% | -2.2% | -20.4% | -22.1% |
| 6M | +4.0% | -19.9% | +23.9% | +13.2% |
| YTD | -22.3% | -19.3% | -2.9% | -15.8% |
| 1Y | 0.0% | -19.6% | +19.6% | +8.4% |
| 3Y | +10.9% | -11.5% | +22.4% | +14.0% |
| 5Y | +105.4% | -16.8% | +122.2% | +112.1% |
| All | +507.0% | +91.8% | +415.2% | +399.7% |
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