+220.1%
IBM vs OTIS
+97.1%
+123.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | +0.3% | -2.0% | +2.3% | +0.8% |
| 3M | -21.6% | +2.6% | -24.2% | -22.2% |
| 6M | -4.7% | -20.9% | +16.2% | +2.1% |
| YTD | -19.1% | -17.1% | -2.0% | -14.7% |
| 1Y | -2.5% | -15.9% | +13.4% | +2.2% |
| 3Y | +74.2% | -12.7% | +86.9% | +78.6% |
| 5Y | +113.1% | -15.7% | +128.9% | +117.6% |
| All | +220.1% | +97.1% | +123.0% | +170.2% |
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