+135.7%
NFLX vs OTIS
+97.1%
+38.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -5.0% | -5.2% |
| 7D | -4.2% | -0.7% | -3.5% | -4.0% |
| 30D | +5.5% | -2.0% | +7.5% | +6.1% |
| 3M | -4.1% | +2.6% | -6.6% | -4.9% |
| 6M | -20.7% | -20.9% | +0.2% | -15.1% |
| YTD | -16.5% | -17.1% | +0.6% | -12.1% |
| 1Y | -37.8% | -15.9% | -21.9% | -34.8% |
| 3Y | +77.9% | -12.7% | +90.6% | +81.1% |
| 5Y | +32.5% | -15.7% | +48.2% | +29.5% |
| All | +135.7% | +97.1% | +38.6% | +137.0% |
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