+46.1%
OKTA vs OTIS
+91.3%
-45.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.4% |
| 7D | -2.4% | -3.0% | +0.6% | -1.2% |
| 30D | +13.0% | -6.0% | +19.1% | +15.7% |
| 3M | +41.7% | -0.9% | +42.6% | +41.3% |
| 6M | +105.9% | -17.3% | +123.3% | +121.2% |
| YTD | +92.6% | -19.6% | +112.1% | +108.6% |
| 1Y | +81.1% | -21.0% | +102.1% | +97.5% |
| 3Y | +84.8% | -12.1% | +96.9% | +87.2% |
| 5Y | -34.4% | -17.1% | -17.4% | -34.9% |
| All | +46.1% | +91.3% | -45.2% | +34.2% |
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