+138.2%
SPGI vs OTIS
+97.1%
+41.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +0.1% | -0.7% | +0.9% | +0.5% |
| 30D | +8.4% | -2.0% | +10.4% | +9.3% |
| 3M | +11.8% | +2.6% | +9.3% | +10.5% |
| 6M | +5.7% | -20.9% | +26.6% | +17.0% |
| YTD | -9.7% | -17.1% | +7.4% | -2.4% |
| 1Y | -12.5% | -15.9% | +3.4% | -6.3% |
| 3Y | +21.8% | -12.7% | +34.6% | +25.2% |
| 5Y | +8.2% | -15.7% | +23.9% | +10.2% |
| All | +138.2% | +97.1% | +41.1% | +77.8% |
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 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