+514.5%
GOOGL vs OTIS
+93.9%
+420.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +1.1% | -0.8% | +1.8% | +1.3% |
| 30D | -4.4% | -4.7% | +0.3% | -2.9% |
| 3M | -6.8% | +1.2% | -8.0% | -7.4% |
| 6M | +13.6% | -20.5% | +34.1% | +22.5% |
| YTD | +8.3% | -18.4% | +26.8% | +15.5% |
| 1Y | +44.9% | -18.1% | +63.0% | +54.0% |
| 3Y | +150.5% | -10.6% | +161.0% | +149.9% |
| 5Y | +137.7% | -16.1% | +153.8% | +135.0% |
| All | +514.5% | +93.9% | +420.6% | +429.3% |
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