+32.0%
QCOM vs OTIS
-13.2%
+45.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +3.3% | -0.7% | +4.1% | +3.8% |
| 30D | +7.7% | -2.0% | +9.7% | +9.0% |
| 3M | -30.1% | +2.6% | -32.6% | -31.5% |
| 6M | +22.8% | -20.9% | +43.8% | +42.1% |
| YTD | +0.2% | -17.1% | +17.3% | +11.7% |
| 1Y | +7.9% | -15.9% | +23.8% | +18.5% |
| 3Y | +55.8% | -12.7% | +68.6% | +58.3% |
| All | +32.0% | -13.2% | +45.2% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling