+268.9%
SCHW vs OTIS
+87.9%
+181.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.8% | +1.7% |
| 7D | -2.8% | -5.0% | +2.3% | -0.5% |
| 30D | -0.1% | -6.5% | +6.4% | +3.0% |
| 3M | +20.6% | -2.0% | +22.5% | +21.2% |
| 6M | +15.9% | -20.2% | +36.1% | +27.9% |
| YTD | +8.5% | -21.0% | +29.5% | +19.8% |
| 1Y | +17.8% | -20.9% | +38.7% | +29.9% |
| 3Y | +88.5% | -13.3% | +101.9% | +93.6% |
| 5Y | +60.6% | -18.5% | +79.2% | +66.6% |
| All | +268.9% | +87.9% | +181.0% | +200.2% |
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 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