+213.7%
QCOM vs OTIS
+113.5%
+100.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +13.0% | -3.0% | +16.0% | +14.5% |
| 30D | +0.2% | +14.0% | -13.8% | -6.1% |
| 3M | +9.2% | +4.9% | +4.3% | +6.1% |
| 6M | -15.0% | +5.4% | -20.4% | -17.7% |
| YTD | +5.2% | -10.2% | +15.4% | +9.4% |
| 1Y | +2.4% | -13.4% | +15.7% | +8.3% |
| 3Y | +52.0% | -0.7% | +52.7% | +47.6% |
| 5Y | +19.7% | -2.1% | +21.8% | +14.9% |
| All | +213.7% | +113.5% | +100.1% | +173.4% |
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 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