+116.7%
OKTA vs OTIS
-20.4%
+137.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +2.8% |
| 7D | +5.9% | -2.2% | +8.0% | +5.2% |
| 30D | +14.6% | -4.3% | +18.9% | +13.2% |
| 3M | +44.0% | -2.2% | +46.2% | +43.1% |
| 6M | +116.7% | -19.9% | +136.6% | +127.0% |
| All | +116.7% | -20.4% | +137.1% | +127.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling