+66.6%
INTU vs OTIS
+115.8%
-49.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | +0.1% | -1.3% | +1.3% | +0.7% |
| 30D | +10.1% | +12.8% | -2.7% | +4.3% |
| 3M | -4.2% | +7.4% | -11.6% | -7.2% |
| 6M | -7.2% | +7.7% | -15.0% | -10.5% |
| YTD | -47.7% | -9.3% | -38.4% | -45.7% |
| 1Y | -46.7% | -12.1% | -34.6% | -43.9% |
| 3Y | -34.1% | +0.6% | -34.7% | -37.4% |
| 5Y | -43.3% | -1.1% | -42.2% | -46.7% |
| All | +66.6% | +115.8% | -49.2% | +31.5% |
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