+23.6%
SYY vs OTIS
-17.8%
+41.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.4% |
| 7D | +3.9% | -3.0% | +6.9% | +5.2% |
| 30D | -1.7% | -6.0% | +4.3% | +0.7% |
| 3M | +5.2% | -0.9% | +6.0% | +5.3% |
| 6M | -0.2% | -17.3% | +17.1% | +7.3% |
| YTD | +15.4% | -19.6% | +34.9% | +25.3% |
| 1Y | +5.6% | -21.0% | +26.6% | +15.4% |
| 3Y | +28.9% | -12.1% | +41.0% | +31.2% |
| All | +23.6% | -17.8% | +41.4% | +22.4% |
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