+156.5%
INTC vs OTIS
+93.9%
+62.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.6% | +10.7% | +9.6% |
| 7D | +17.4% | -0.8% | +18.2% | +17.7% |
| 30D | +2.8% | -4.7% | +7.5% | +4.4% |
| 3M | -5.3% | +1.2% | -6.5% | -6.4% |
| 6M | +140.6% | -20.5% | +161.1% | +159.7% |
| YTD | +183.1% | -18.4% | +201.6% | +200.7% |
| 1Y | +326.8% | -18.1% | +344.8% | +352.1% |
| 3Y | +179.4% | -10.6% | +190.0% | +185.1% |
| 5Y | +111.7% | -16.1% | +127.8% | +112.9% |
| All | +156.5% | +93.9% | +62.6% | +141.7% |
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