+514.8%
GOOGL vs OTIS
+91.3%
+423.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.2% |
| 7D | 0.0% | -3.0% | +3.0% | +1.0% |
| 30D | -1.4% | -6.0% | +4.6% | +0.7% |
| 3M | -5.3% | -0.9% | -4.5% | -5.3% |
| 6M | +9.8% | -17.3% | +27.1% | +16.9% |
| YTD | +8.4% | -19.6% | +27.9% | +16.1% |
| 1Y | +41.2% | -21.0% | +62.2% | +52.0% |
| 3Y | +149.6% | -12.1% | +161.7% | +150.5% |
| 5Y | +142.6% | -17.1% | +159.6% | +140.8% |
| All | +514.8% | +91.3% | +423.5% | +432.0% |
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