-33.3%
OKTA vs OTIS
-17.8%
-15.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.7% |
| 7D | -2.4% | -3.0% | +0.6% | -0.7% |
| 30D | +13.0% | -6.0% | +19.1% | +16.8% |
| 3M | +41.7% | -0.9% | +42.6% | +40.9% |
| 6M | +105.9% | -17.3% | +123.3% | +128.5% |
| YTD | +92.6% | -19.6% | +112.1% | +116.1% |
| 1Y | +81.1% | -21.0% | +102.1% | +105.2% |
| 3Y | +84.8% | -12.1% | +96.9% | +76.8% |
| All | -33.3% | -17.8% | -15.5% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling