+119.7%
OKTA vs OTIS
-9.8%
+129.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.1% | +2.1% |
| 7D | -14.2% | +9.5% | -23.7% | -11.5% |
| 30D | -12.5% | +21.1% | -33.6% | -7.6% |
| 3M | +29.2% | +9.0% | +20.2% | +33.4% |
| 6M | +147.3% | +6.4% | +140.9% | +155.4% |
| YTD | +120.9% | -7.1% | +128.1% | +127.2% |
| 1Y | +119.7% | -10.1% | +129.8% | +125.9% |
| All | +119.7% | -9.8% | +129.4% | +125.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling