+623.1%
PSX vs OTIS
+97.1%
+525.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +4.5% | -0.7% | +5.3% | +4.8% |
| 30D | +26.6% | -2.0% | +28.6% | +27.4% |
| 3M | +39.3% | +2.6% | +36.7% | +37.1% |
| 6M | +56.8% | -20.9% | +77.7% | +71.1% |
| YTD | +101.8% | -17.1% | +118.9% | +115.1% |
| 1Y | +99.6% | -15.9% | +115.5% | +111.1% |
| 3Y | +140.3% | -12.7% | +153.1% | +144.8% |
| 5Y | +339.3% | -15.7% | +355.1% | +346.8% |
| All | +623.1% | +97.1% | +525.9% | +405.8% |
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 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