-7.2%
SYK vs OTIS
-13.8%
+6.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.3% |
| 7D | -12.3% | -5.0% | -7.3% | -10.8% |
| 30D | -22.4% | -6.5% | -16.0% | -20.7% |
| 3M | -12.3% | -2.0% | -10.4% | -11.5% |
| 6M | -24.3% | -20.2% | -4.1% | -19.5% |
| YTD | -22.8% | -21.0% | -1.8% | -17.7% |
| 1Y | -28.8% | -20.9% | -7.9% | -24.3% |
| All | -7.2% | -13.8% | +6.6% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling