+126.8%
ITW vs OTIS
+87.9%
+38.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.5% |
| 7D | -2.4% | -5.0% | +2.6% | +0.1% |
| 30D | -9.5% | -6.5% | -3.0% | -6.5% |
| 3M | +6.6% | -2.0% | +8.6% | +7.6% |
| 6M | -1.8% | -20.2% | +18.4% | +9.5% |
| YTD | +9.0% | -21.0% | +30.0% | +21.9% |
| 1Y | +3.6% | -20.9% | +24.4% | +15.7% |
| 3Y | +19.4% | -13.3% | +32.8% | +25.5% |
| 5Y | +36.4% | -18.5% | +54.9% | +44.2% |
| All | +126.8% | +87.9% | +38.9% | +93.3% |
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