+82.2%
IBM vs OTIS
+0.6%
+81.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | +1.6% | -1.3% | +2.9% | +1.9% |
| 30D | +9.2% | +12.8% | -3.6% | +5.3% |
| 3M | +4.9% | +7.4% | -2.4% | +2.6% |
| 6M | +16.8% | +7.7% | +9.0% | +14.1% |
| YTD | -14.3% | -9.3% | -5.0% | -12.2% |
| 1Y | -16.7% | -12.1% | -4.6% | -13.8% |
| 3Y | +82.2% | +0.6% | +81.6% | +71.9% |
| All | +82.2% | +0.6% | +81.7% | +71.9% |
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