+61.4%
INTU vs OTIS
+97.1%
-35.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | -7.1% | -0.7% | -6.3% | -6.8% |
| 30D | +1.5% | -2.0% | +3.4% | +2.3% |
| 3M | +10.7% | +2.6% | +8.1% | +9.4% |
| 6M | -23.8% | -20.9% | -2.9% | -15.6% |
| YTD | -49.3% | -17.1% | -32.2% | -45.2% |
| 1Y | -49.7% | -15.9% | -33.8% | -46.1% |
| 3Y | -38.0% | -12.7% | -25.3% | -36.9% |
| 5Y | -38.7% | -15.7% | -23.0% | -39.0% |
| All | +61.4% | +97.1% | -35.7% | +32.7% |
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