+87.2%
NFLX vs OTIS
+115.8%
-28.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | -2.0% | -1.3% | -0.7% | -1.6% |
| 30D | -11.9% | +12.8% | -24.7% | -15.1% |
| 3M | -20.6% | +7.4% | -27.9% | -22.3% |
| 6M | -29.0% | +7.7% | -36.7% | -30.8% |
| YTD | -33.7% | -9.3% | -24.4% | -32.1% |
| 1Y | -46.2% | -12.1% | -34.0% | -44.3% |
| 3Y | +39.8% | +0.6% | +39.1% | +36.0% |
| 5Y | -9.0% | -1.1% | -7.9% | -13.6% |
| All | +87.2% | +115.8% | -28.6% | +83.0% |
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