+239.1%
IBM vs OTIS
+114.5%
+124.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +1.6% | -1.8% | +3.4% | +2.1% |
| 30D | +9.2% | +12.1% | -2.9% | +5.4% |
| 3M | +4.9% | +6.8% | -1.8% | +2.7% |
| 6M | +16.8% | +7.1% | +9.7% | +14.1% |
| YTD | -14.3% | -9.8% | -4.5% | -12.1% |
| 1Y | -16.7% | -12.6% | -4.1% | -13.7% |
| 3Y | +82.2% | +0.1% | +82.2% | +79.1% |
| 5Y | +149.9% | -1.7% | +151.6% | +143.6% |
| All | +239.1% | +114.5% | +124.6% | +178.5% |
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