-43.3%
ORCL vs OTIS
-13.3%
-30.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.2% |
| 7D | +10.4% | -3.0% | +13.3% | +8.9% |
| 30D | -11.2% | +14.0% | -25.2% | -6.7% |
| 3M | -16.8% | +4.9% | -21.7% | -14.9% |
| 6M | -31.5% | +5.4% | -36.8% | -29.2% |
| YTD | -33.9% | -10.2% | -23.7% | -33.8% |
| 1Y | -43.3% | -13.4% | -29.9% | -45.5% |
| All | -43.3% | -13.3% | -30.0% | -45.5% |
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