+412.2%
FSLR vs OTIS
+115.8%
+296.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.9% |
| 7D | -14.8% | -1.3% | -13.5% | -14.3% |
| 30D | -4.3% | +12.8% | -17.1% | -8.8% |
| 3M | -23.4% | +7.4% | -30.8% | -25.7% |
| 6M | -26.9% | +7.7% | -34.7% | -29.5% |
| YTD | -34.4% | -9.3% | -25.1% | -32.3% |
| 1Y | -33.2% | -12.1% | -21.1% | -30.2% |
| 3Y | +28.1% | +0.6% | +27.4% | +24.8% |
| 5Y | +54.5% | -1.1% | +55.6% | +49.7% |
| All | +412.2% | +115.8% | +296.5% | +301.7% |
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 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