+959.7%
GE vs OTIS
+115.8%
+844.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | -0.2% |
| 7D | +2.7% | -1.3% | +3.9% | +3.3% |
| 30D | +8.1% | +12.8% | -4.7% | +1.6% |
| 3M | -7.9% | +7.4% | -15.2% | -11.5% |
| 6M | +12.9% | +7.7% | +5.2% | +8.0% |
| YTD | +8.2% | -9.3% | +17.4% | +12.6% |
| 1Y | +9.7% | -12.1% | +21.8% | +15.9% |
| 3Y | +266.1% | +0.6% | +265.5% | +250.9% |
| 5Y | +407.4% | -1.1% | +408.5% | +383.1% |
| All | +959.7% | +115.8% | +844.0% | +620.8% |
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