+41.2%
GOOGL vs OTIS
-19.7%
+60.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.5% |
| 7D | 0.0% | -3.0% | +3.0% | +0.5% |
| 30D | -1.4% | -6.0% | +4.6% | -0.5% |
| 3M | -5.3% | -0.9% | -4.5% | -5.2% |
| 6M | +9.8% | -17.3% | +27.1% | +11.6% |
| YTD | +8.4% | -19.6% | +27.9% | +10.3% |
| 1Y | +41.2% | -21.0% | +62.2% | +41.8% |
| All | +41.2% | -19.7% | +60.9% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling