+232.4%
NXPI vs OTIS
+97.1%
+135.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.5% |
| 7D | +1.9% | -0.7% | +2.6% | +2.3% |
| 30D | -1.4% | -2.0% | +0.6% | -0.4% |
| 3M | -29.1% | +2.6% | -31.6% | -30.6% |
| 6M | +6.2% | -20.9% | +27.1% | +21.0% |
| YTD | +5.9% | -17.1% | +23.0% | +16.7% |
| 1Y | +2.9% | -15.9% | +18.8% | +12.0% |
| 3Y | +14.5% | -12.7% | +27.2% | +19.6% |
| 5Y | +17.1% | -15.7% | +32.8% | +21.2% |
| All | +232.4% | +97.1% | +135.3% | +173.5% |
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