+975.0%
GE vs OTIS
+97.1%
+877.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -1.6% | -0.7% | -0.9% | -1.2% |
| 30D | -11.6% | -2.0% | -9.6% | -10.8% |
| 3M | +3.0% | +2.6% | +0.5% | +1.3% |
| 6M | -0.5% | -20.9% | +20.4% | +11.7% |
| YTD | +9.7% | -17.1% | +26.8% | +19.9% |
| 1Y | +20.0% | -15.9% | +35.9% | +29.8% |
| 3Y | +275.8% | -12.7% | +288.6% | +289.5% |
| 5Y | +429.1% | -15.7% | +444.8% | +445.9% |
| All | +975.0% | +97.1% | +877.9% | +667.7% |
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