+0.8%
SCHW vs OTIS
-9.8%
+10.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.9% | +0.7% | +4.2% |
| 7D | +5.2% | +9.5% | -4.3% | +4.3% |
| 30D | -4.7% | +21.1% | -25.8% | -6.4% |
| 3M | -11.9% | +9.0% | -21.0% | -12.4% |
| 6M | +2.7% | +6.4% | -3.7% | +2.6% |
| YTD | -5.6% | -7.1% | +1.5% | -4.1% |
| 1Y | +0.8% | -10.1% | +10.9% | +3.2% |
| All | +0.8% | -9.8% | +10.5% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling