+51.6%
OKTA vs OTIS
+91.8%
-40.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.5% |
| 7D | +5.9% | -2.2% | +8.0% | +6.8% |
| 30D | +14.6% | -4.3% | +18.9% | +16.4% |
| 3M | +44.0% | -2.2% | +46.2% | +44.5% |
| 6M | +116.7% | -19.9% | +136.6% | +136.2% |
| YTD | +99.8% | -19.3% | +119.1% | +116.2% |
| 1Y | +84.1% | -19.6% | +103.6% | +99.1% |
| 3Y | +97.7% | -11.5% | +109.2% | +99.8% |
| 5Y | -35.2% | -16.8% | -18.4% | -35.7% |
| All | +51.6% | +91.8% | -40.2% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling