+56.0%
INTU vs OTIS
+91.3%
-35.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | +2.0% |
| 7D | -3.3% | -3.0% | -0.4% | -2.0% |
| 30D | -3.9% | -6.0% | +2.1% | -1.2% |
| 3M | +16.6% | -0.9% | +17.5% | +17.2% |
| 6M | -26.4% | -17.3% | -9.1% | -20.2% |
| YTD | -51.0% | -19.6% | -31.4% | -46.3% |
| 1Y | -50.8% | -21.0% | -29.7% | -45.7% |
| 3Y | -40.1% | -12.1% | -28.0% | -39.4% |
| 5Y | -41.2% | -17.1% | -24.1% | -40.8% |
| All | +56.0% | +91.3% | -35.3% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling