+26.0%
EOG vs OTIS
-13.8%
+39.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | +1.0% | -5.0% | +6.1% | +1.4% |
| 30D | +2.8% | -6.5% | +9.3% | +3.3% |
| 3M | +5.9% | -2.0% | +7.8% | +5.8% |
| 6M | +17.1% | -20.2% | +37.2% | +20.1% |
| YTD | +43.9% | -21.0% | +64.9% | +47.7% |
| 1Y | +26.9% | -20.9% | +47.7% | +30.1% |
| All | +26.0% | -13.8% | +39.8% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling