+145.2%
GOOGL vs OTIS
-13.8%
+159.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | -2.8% | -5.0% | +2.2% | -1.9% |
| 30D | -3.2% | -6.5% | +3.3% | -2.0% |
| 3M | -6.6% | -2.0% | -4.7% | -6.3% |
| 6M | +8.5% | -20.2% | +28.6% | +12.8% |
| YTD | +6.5% | -21.0% | +27.4% | +10.8% |
| 1Y | +39.4% | -20.9% | +60.3% | +44.8% |
| All | +145.2% | -13.8% | +159.0% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling