-41.7%
INTU vs OTIS
-14.6%
-27.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.2% |
| 7D | -7.5% | -0.8% | -6.8% | -7.1% |
| 30D | -1.9% | -4.7% | +2.8% | +0.7% |
| 3M | +4.9% | +1.2% | +3.6% | +4.1% |
| 6M | -33.2% | -20.5% | -12.7% | -24.0% |
| YTD | -51.4% | -18.4% | -33.0% | -45.8% |
| 1Y | -52.0% | -18.1% | -33.9% | -46.9% |
| 3Y | -40.7% | -10.6% | -30.1% | -43.5% |
| 5Y | -41.7% | -16.1% | -25.6% | -44.1% |
| All | -41.7% | -14.6% | -27.1% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling