+156.3%
SAP vs OTIS
+97.1%
+59.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.9% | -0.7% | -2.2% | -2.6% |
| 30D | +9.0% | -2.0% | +11.0% | +9.8% |
| 3M | +14.9% | +2.6% | +12.4% | +13.9% |
| 6M | +11.9% | -20.9% | +32.8% | +22.1% |
| YTD | -9.9% | -17.1% | +7.2% | -3.6% |
| 1Y | -19.5% | -15.9% | -3.6% | -14.6% |
| 3Y | +61.8% | -12.7% | +74.5% | +66.7% |
| 5Y | +56.2% | -15.7% | +71.9% | +58.0% |
| All | +156.3% | +97.1% | +59.2% | +113.4% |
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