+208.3%
QCOM vs OTIS
+93.9%
+114.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +4.0% |
| 7D | +5.1% | -0.8% | +5.8% | +5.4% |
| 30D | +4.3% | -4.7% | +9.0% | +6.7% |
| 3M | -19.6% | +1.2% | -20.9% | -20.4% |
| 6M | +29.5% | -20.5% | +50.0% | +44.0% |
| YTD | +3.4% | -18.4% | +21.8% | +13.2% |
| 1Y | +10.9% | -18.1% | +29.0% | +20.9% |
| 3Y | +74.8% | -10.6% | +85.3% | +79.4% |
| 5Y | +36.2% | -16.1% | +52.3% | +39.5% |
| All | +208.3% | +93.9% | +114.3% | +182.9% |
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