+932.1%
GE vs OTIS
+91.3%
+840.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -1.1% |
| 7D | -4.0% | -3.0% | -1.0% | -2.5% |
| 30D | -11.4% | -6.0% | -5.4% | -8.7% |
| 3M | -2.6% | -0.9% | -1.7% | -2.6% |
| 6M | -0.3% | -17.3% | +17.0% | +9.4% |
| YTD | +5.4% | -19.6% | +24.9% | +16.8% |
| 1Y | +15.5% | -21.0% | +36.6% | +29.1% |
| 3Y | +260.8% | -12.1% | +272.9% | +271.7% |
| 5Y | +421.6% | -17.1% | +438.7% | +442.8% |
| All | +932.1% | +91.3% | +840.9% | +648.3% |
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