-49.5%
ORCL vs OTIS
-9.8%
-39.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | -0.2% |
| 7D | -14.4% | +9.5% | -23.9% | -10.8% |
| 30D | -12.8% | +21.1% | -34.0% | -6.2% |
| 3M | -14.8% | +9.0% | -23.8% | -11.4% |
| 6M | -30.9% | +6.4% | -37.3% | -27.9% |
| YTD | -35.7% | -7.1% | -28.6% | -34.8% |
| 1Y | -49.5% | -10.1% | -39.3% | -51.5% |
| All | -49.5% | -9.8% | -39.7% | -51.5% |
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