+198.8%
QCOM vs OTIS
+97.1%
+101.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +3.3% | -0.7% | +4.1% | +3.7% |
| 30D | +7.7% | -2.0% | +9.7% | +8.7% |
| 3M | -30.1% | +2.6% | -32.6% | -31.2% |
| 6M | +22.8% | -20.9% | +43.8% | +37.1% |
| YTD | +0.2% | -17.1% | +17.3% | +8.9% |
| 1Y | +7.9% | -15.9% | +23.8% | +16.1% |
| 3Y | +55.8% | -12.7% | +68.6% | +62.1% |
| 5Y | +30.1% | -15.7% | +45.8% | +32.6% |
| All | +198.8% | +97.1% | +101.7% | +172.1% |
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