+178.1%
EOG vs OTIS
-19.0%
+197.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.8% |
| 7D | +1.0% | -5.0% | +6.1% | +2.2% |
| 30D | +2.8% | -6.5% | +9.3% | +4.3% |
| 3M | +5.9% | -2.0% | +7.8% | +6.0% |
| 6M | +17.1% | -20.2% | +37.2% | +23.2% |
| YTD | +43.9% | -21.0% | +64.9% | +51.7% |
| 1Y | +26.9% | -20.9% | +47.7% | +33.5% |
| 3Y | +23.6% | -13.3% | +36.9% | +22.5% |
| 5Y | +178.1% | -18.5% | +196.7% | +178.0% |
| All | +178.1% | -19.0% | +197.1% | +178.0% |
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