-34.4%
INTU vs OTIS
-0.5%
-33.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | -4.1% | -3.0% | -1.2% | -3.3% |
| 30D | +12.8% | +14.0% | -1.1% | +9.0% |
| 3M | +2.1% | +4.9% | -2.8% | +0.7% |
| 6M | -11.5% | +5.4% | -16.8% | -12.8% |
| YTD | -47.9% | -10.2% | -37.7% | -46.7% |
| 1Y | -47.7% | -13.4% | -34.3% | -45.9% |
| All | -34.4% | -0.5% | -33.9% | -39.7% |
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 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