+13.5%
QCOM vs OTIS
-18.7%
+32.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | +4.4% | -2.2% | +6.5% | +4.9% |
| 30D | +9.4% | -4.3% | +13.7% | +10.5% |
| 3M | -13.7% | -2.2% | -11.5% | -13.2% |
| 6M | +28.9% | -19.9% | +48.8% | +33.4% |
| YTD | +4.7% | -19.3% | +24.1% | +8.1% |
| 1Y | +13.5% | -19.6% | +33.1% | +18.5% |
| All | +13.5% | -18.7% | +32.2% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling