+81.1%
OKTA vs OTIS
-19.7%
+100.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -2.3% |
| 7D | -2.4% | -3.0% | +0.6% | -2.9% |
| 30D | +13.0% | -6.0% | +19.1% | +11.9% |
| 3M | +41.7% | -0.9% | +42.6% | +41.2% |
| 6M | +105.9% | -17.3% | +123.3% | +104.4% |
| YTD | +92.6% | -19.6% | +112.1% | +90.9% |
| 1Y | +81.1% | -21.0% | +102.1% | +78.7% |
| All | +81.1% | -19.7% | +100.8% | +78.7% |
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