-40.7%
PYPL vs OTIS
+97.1%
-137.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.8% |
| 7D | +2.7% | -0.7% | +3.4% | +3.1% |
| 30D | -4.9% | -2.0% | -2.9% | -4.0% |
| 3M | +28.9% | +2.6% | +26.3% | +27.1% |
| 6M | +18.2% | -20.9% | +39.2% | +32.6% |
| YTD | -5.0% | -17.1% | +12.1% | +3.3% |
| 1Y | -18.8% | -15.9% | -2.9% | -12.5% |
| 3Y | -12.6% | -12.7% | +0.2% | -9.5% |
| 5Y | -80.8% | -15.7% | -65.0% | -80.6% |
| All | -40.7% | +97.1% | -137.8% | -50.4% |
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