-42.5%
PYPL vs OTIS
+87.9%
-130.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +3.2% |
| 7D | -5.9% | -5.0% | -0.9% | -3.5% |
| 30D | -9.4% | -6.5% | -2.9% | -6.4% |
| 3M | +31.3% | -2.0% | +33.3% | +32.5% |
| 6M | +19.1% | -20.2% | +39.3% | +32.9% |
| YTD | -7.9% | -21.0% | +13.1% | +2.6% |
| 1Y | -17.9% | -20.9% | +3.0% | -8.7% |
| 3Y | -11.6% | -13.3% | +1.7% | -8.3% |
| 5Y | -81.0% | -18.5% | -62.5% | -80.5% |
| All | -42.5% | +87.9% | -130.4% | -50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling