+494.4%
EOG vs OTIS
+91.3%
+403.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.6% |
| 7D | +1.5% | -3.0% | +4.5% | +2.3% |
| 30D | +2.9% | -6.0% | +9.0% | +4.7% |
| 3M | +8.7% | -0.9% | +9.6% | +8.6% |
| 6M | +12.9% | -17.3% | +30.2% | +18.7% |
| YTD | +43.8% | -19.6% | +63.4% | +52.3% |
| 1Y | +27.1% | -21.0% | +48.1% | +35.2% |
| 3Y | +25.9% | -12.1% | +38.0% | +26.0% |
| 5Y | +177.9% | -17.1% | +195.0% | +179.5% |
| All | +494.4% | +91.3% | +403.2% | +393.7% |
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