+91.4%
ORCL vs OTIS
-15.5%
+106.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +5.3% | -0.7% | +6.0% | +5.5% |
| 30D | +10.0% | -2.0% | +12.0% | +10.6% |
| 3M | -32.6% | +2.6% | -35.1% | -33.4% |
| 6M | +4.9% | -20.9% | +25.9% | +13.1% |
| YTD | -17.8% | -17.1% | -0.6% | -13.2% |
| 1Y | -28.0% | -15.9% | -12.1% | -24.9% |
| 3Y | +36.0% | -12.7% | +48.8% | +34.5% |
| All | +91.4% | -15.5% | +106.9% | +84.8% |
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