+293.3%
ORCL vs OTIS
+91.8%
+201.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.2% |
| 7D | +10.9% | -2.2% | +13.1% | +11.6% |
| 30D | +7.0% | -4.3% | +11.3% | +8.3% |
| 3M | -21.2% | -2.2% | -19.0% | -21.0% |
| 6M | +7.4% | -19.9% | +27.3% | +14.0% |
| YTD | -16.3% | -19.3% | +3.1% | -11.6% |
| 1Y | -32.3% | -19.6% | -12.8% | -28.8% |
| 3Y | +32.6% | -11.5% | +44.1% | +32.6% |
| 5Y | +93.1% | -16.8% | +109.9% | +92.6% |
| All | +293.3% | +91.8% | +201.4% | +234.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling