+93.6%
SYK vs OTIS
+87.9%
+5.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.0% |
| 7D | -12.3% | -5.0% | -7.3% | -10.2% |
| 30D | -22.4% | -6.5% | -16.0% | -19.9% |
| 3M | -12.3% | -2.0% | -10.4% | -11.4% |
| 6M | -24.3% | -20.2% | -4.1% | -16.2% |
| YTD | -22.8% | -21.0% | -1.8% | -14.4% |
| 1Y | -28.8% | -20.9% | -7.9% | -21.3% |
| 3Y | -4.0% | -13.3% | +9.4% | -1.7% |
| 5Y | +3.8% | -18.5% | +22.4% | +7.2% |
| All | +93.6% | +87.9% | +5.6% | +41.7% |
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