+162.2%
SYY vs OTIS
+91.8%
+70.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.6% |
| 7D | -0.2% | -2.2% | +1.9% | +0.7% |
| 30D | -2.7% | -4.3% | +1.6% | -0.9% |
| 3M | +5.9% | -2.2% | +8.1% | +6.6% |
| 6M | -2.3% | -19.9% | +17.6% | +7.1% |
| YTD | +13.1% | -19.3% | +32.4% | +23.3% |
| 1Y | +3.8% | -19.6% | +23.3% | +13.2% |
| 3Y | +26.7% | -11.5% | +38.3% | +29.5% |
| 5Y | +19.4% | -16.8% | +36.2% | +23.0% |
| All | +162.2% | +91.8% | +70.4% | +95.8% |
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