-12.1%
OTIS vs VRSN
+26.4%
-38.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -1.3% | +1.4% | -2.7% | -1.5% |
| 30D | +12.8% | +3.9% | +8.9% | +12.2% |
| 3M | +7.4% | +9.3% | -2.0% | +5.8% |
| 6M | +7.7% | +6.7% | +1.1% | +6.3% |
| YTD | -9.3% | +30.0% | -39.3% | -14.9% |
| 1Y | -12.1% | +26.0% | -38.1% | -17.3% |
| All | -12.1% | +26.4% | -38.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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