+59.8%
SAP vs OTIS
-10.2%
+70.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.9% | -0.7% | -2.2% | -2.6% |
| 30D | +9.0% | -2.0% | +11.0% | +9.7% |
| 3M | +14.9% | +2.6% | +12.4% | +14.1% |
| 6M | +11.9% | -20.9% | +32.8% | +21.0% |
| YTD | -9.9% | -17.1% | +7.2% | -4.3% |
| 1Y | -19.5% | -15.9% | -3.6% | -15.2% |
| All | +59.8% | -10.2% | +70.0% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling