+56.8%
SAP vs OTIS
-14.6%
+71.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.9% |
| 7D | -0.3% | -0.8% | +0.5% | +0.1% |
| 30D | +2.6% | -4.7% | +7.3% | +4.8% |
| 3M | +16.3% | +1.2% | +15.0% | +15.6% |
| 6M | +6.4% | -20.5% | +26.9% | +17.9% |
| YTD | -11.4% | -18.4% | +7.0% | -3.3% |
| 1Y | -20.4% | -18.1% | -2.3% | -13.5% |
| 3Y | +56.5% | -10.6% | +67.1% | +56.7% |
| 5Y | +56.8% | -16.1% | +72.9% | +49.5% |
| All | +56.8% | -14.6% | +71.4% | +49.5% |
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 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