+95.5%
PSX vs OTIS
-12.5%
+108.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.9% |
| 7D | +7.8% | -1.3% | +9.1% | +7.6% |
| 30D | -10.9% | +12.8% | -23.7% | -9.2% |
| 3M | +14.5% | +7.4% | +7.1% | +15.4% |
| 6M | +56.1% | +7.7% | +48.4% | +57.8% |
| YTD | +109.6% | -9.3% | +118.8% | +108.7% |
| 1Y | +95.5% | -12.1% | +107.6% | +98.8% |
| All | +95.5% | -12.5% | +108.0% | +98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling