-6.4%
SBUX vs OTIS
-19.0%
+12.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.3% |
| 7D | -6.2% | -5.0% | -1.2% | -3.6% |
| 30D | -6.4% | -6.5% | 0.0% | -3.1% |
| 3M | +1.0% | -2.0% | +3.0% | +1.8% |
| 6M | -0.4% | -20.2% | +19.8% | +11.9% |
| YTD | +20.0% | -21.0% | +40.9% | +35.1% |
| 1Y | +22.8% | -20.9% | +43.6% | +37.8% |
| 3Y | +12.3% | -13.3% | +25.6% | +13.5% |
| 5Y | -6.4% | -18.5% | +12.1% | -9.8% |
| All | -6.4% | -19.0% | +12.6% | -9.8% |
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