+1,181.8%
TSLA vs OTIS
+91.3%
+1,090.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.2% |
| 7D | +3.2% | -3.0% | +6.2% | +4.4% |
| 30D | +11.6% | -6.0% | +17.6% | +14.2% |
| 3M | -8.4% | -0.9% | -7.6% | -8.7% |
| 6M | -10.4% | -17.3% | +6.9% | -4.0% |
| YTD | -18.7% | -19.6% | +0.8% | -12.3% |
| 1Y | -0.9% | -21.0% | +20.1% | +7.5% |
| 3Y | +33.6% | -12.1% | +45.7% | +37.0% |
| 5Y | +48.9% | -17.1% | +66.0% | +49.6% |
| All | +1,181.8% | +91.3% | +1,090.6% | +1,089.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling