+192.5%
ORCL vs OTIS
+118.0%
+74.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | -15.3% | +19.4% | -34.7% | -19.5% |
| 3M | -18.2% | +7.1% | -25.3% | -20.0% |
| 6M | -38.4% | +6.6% | -45.0% | -39.9% |
| YTD | -37.7% | -8.3% | -29.4% | -36.7% |
| 1Y | -49.3% | -11.6% | -37.7% | -47.9% |
| 3Y | +10.6% | +3.1% | +7.5% | +5.6% |
| 5Y | +35.5% | +2.5% | +33.0% | +27.8% |
| All | +192.5% | +118.0% | +74.5% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling