+71.4%
OTIS vs VRSN
+76.9%
-5.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.5% |
| 7D | -0.8% | -2.1% | +1.4% | 0.0% |
| 30D | -4.7% | -3.9% | -0.8% | -3.5% |
| 3M | +1.2% | -0.1% | +1.4% | +0.9% |
| 6M | -20.5% | +16.4% | -36.9% | -25.4% |
| YTD | -18.4% | +17.2% | -35.7% | -23.9% |
| 1Y | -18.1% | +1.0% | -19.1% | -19.4% |
| 3Y | -10.6% | +39.1% | -49.7% | -23.5% |
| 5Y | -16.1% | +29.0% | -45.1% | -27.6% |
| All | +71.4% | +76.9% | -5.4% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling