+159.8%
YUM vs OTIS
+87.9%
+71.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.1% |
| 7D | -5.2% | -5.0% | -0.2% | -3.3% |
| 30D | -0.1% | -6.5% | +6.4% | +2.5% |
| 3M | -4.3% | -2.0% | -2.3% | -3.7% |
| 6M | -8.7% | -20.2% | +11.5% | -0.8% |
| YTD | -3.5% | -21.0% | +17.5% | +5.1% |
| 1Y | +0.5% | -20.9% | +21.3% | +9.3% |
| 3Y | +20.5% | -13.3% | +33.9% | +25.3% |
| 5Y | +21.8% | -18.5% | +40.4% | +26.9% |
| All | +159.8% | +87.9% | +71.8% | +116.9% |
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