-16.8%
OTIS vs VRSN
+30.8%
-47.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.7% |
| 7D | -2.2% | -1.0% | -1.1% | -1.8% |
| 30D | -4.3% | -1.9% | -2.4% | -3.8% |
| 3M | -2.2% | +1.4% | -3.5% | -3.1% |
| 6M | -19.9% | +19.0% | -38.9% | -25.8% |
| YTD | -19.3% | +19.2% | -38.5% | -25.6% |
| 1Y | -19.6% | +1.7% | -21.2% | -21.0% |
| 3Y | -11.5% | +41.4% | -53.0% | -26.0% |
| 5Y | -16.8% | +31.7% | -48.4% | -28.3% |
| All | -16.8% | +30.8% | -47.5% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling