+286.3%
ORCL vs OTIS
+97.1%
+189.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.3% |
| 6M | +4.9% | -20.9% | +25.9% | +12.0% |
| YTD | -17.8% | -17.1% | -0.6% | -13.8% |
| 1Y | -28.0% | -15.9% | -12.1% | -25.2% |
| 3Y | +36.0% | -12.7% | +48.8% | +37.1% |
| 5Y | +88.7% | -15.7% | +104.5% | +87.5% |
| All | +286.3% | +97.1% | +189.2% | +226.1% |
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