+30.6%
ORCL vs OTIS
+4.5%
+26.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -11.2% | +4.2% | -15.4% | -12.2% |
| 30D | -18.8% | +20.1% | -38.9% | -23.3% |
| 3M | -18.8% | +7.6% | -26.4% | -20.7% |
| 6M | -39.7% | +4.2% | -43.9% | -40.7% |
| YTD | -39.6% | -8.1% | -31.6% | -38.3% |
| 1Y | -51.7% | -11.5% | -40.2% | -50.0% |
| 3Y | +10.2% | +3.8% | +6.4% | +1.1% |
| All | +30.6% | +4.5% | +26.1% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling