+1,191.4%
TSLA vs OTIS
+93.9%
+1,097.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.6% |
| 7D | +3.4% | -0.8% | +4.2% | +3.7% |
| 30D | +12.0% | -4.7% | +16.8% | +14.1% |
| 3M | -10.0% | +1.2% | -11.2% | -10.9% |
| 6M | -7.2% | -20.5% | +13.3% | +1.1% |
| YTD | -18.1% | -18.4% | +0.3% | -12.1% |
| 1Y | +6.3% | -18.1% | +24.4% | +13.6% |
| 3Y | +48.2% | -10.6% | +58.7% | +50.9% |
| 5Y | +46.5% | -16.1% | +62.6% | +46.5% |
| All | +1,191.4% | +93.9% | +1,097.4% | +1,092.1% |
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