+288.5%
NXPI vs OTIS
+115.8%
+172.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.4% |
| 7D | +6.8% | -1.3% | +8.1% | +7.5% |
| 30D | +20.0% | +12.8% | +7.3% | +11.9% |
| 3M | +14.8% | +7.4% | +7.4% | +9.5% |
| 6M | -10.5% | +7.7% | -18.2% | -15.2% |
| YTD | +23.7% | -9.3% | +33.0% | +28.9% |
| 1Y | +34.1% | -12.1% | +46.2% | +42.2% |
| 3Y | +51.2% | +0.6% | +50.6% | +44.3% |
| 5Y | +33.4% | -1.1% | +34.5% | +27.2% |
| All | +288.5% | +115.8% | +172.8% | +201.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling