+136.0%
GOOG vs OTIS
-17.8%
+153.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.8% |
| 7D | 0.0% | -3.0% | +3.0% | +1.3% |
| 30D | -2.0% | -6.0% | +4.1% | +0.6% |
| 3M | -5.9% | -0.9% | -5.0% | -5.8% |
| 6M | +8.9% | -17.3% | +26.2% | +17.6% |
| YTD | +7.1% | -19.6% | +26.7% | +16.6% |
| 1Y | +39.7% | -21.0% | +60.7% | +52.9% |
| 3Y | +145.8% | -12.1% | +157.9% | +137.7% |
| All | +136.0% | -17.8% | +153.8% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling