+7.2%
SYK vs OTIS
-17.8%
+25.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.2% |
| 7D | -9.1% | -3.0% | -6.1% | -7.7% |
| 30D | -20.6% | -6.0% | -14.6% | -18.2% |
| 3M | -9.6% | -0.9% | -8.7% | -9.0% |
| 6M | -19.9% | -17.3% | -2.6% | -12.5% |
| YTD | -21.2% | -19.6% | -1.6% | -13.1% |
| 1Y | -28.4% | -21.0% | -7.4% | -20.5% |
| 3Y | -5.3% | -12.1% | +6.8% | -6.0% |
| All | +7.2% | -17.8% | +25.0% | +4.9% |
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