+27.5%
SYY vs OTIS
-13.8%
+41.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.6% |
| 7D | +1.5% | -5.0% | +6.5% | +3.2% |
| 30D | -2.3% | -6.5% | +4.2% | -0.2% |
| 3M | +5.5% | -2.0% | +7.4% | +6.0% |
| 6M | -1.0% | -20.2% | +19.2% | +6.6% |
| YTD | +14.1% | -21.0% | +35.1% | +23.1% |
| 1Y | +5.6% | -20.9% | +26.4% | +13.7% |
| All | +27.5% | -13.8% | +41.3% | +32.5% |
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