+139.6%
VIAV vs OTIS
-17.8%
+157.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.0% |
| 7D | +11.2% | -3.0% | +14.1% | +12.2% |
| 30D | -10.1% | -6.0% | -4.1% | -8.4% |
| 3M | -22.9% | -0.9% | -22.0% | -23.5% |
| 6M | +28.8% | -17.3% | +46.1% | +37.3% |
| YTD | +117.5% | -19.6% | +137.0% | +133.3% |
| 1Y | +216.1% | -21.0% | +237.1% | +241.1% |
| 3Y | +292.2% | -12.1% | +304.3% | +283.3% |
| All | +139.6% | -17.8% | +157.4% | +135.8% |
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 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