+50.6%
LYB vs OTIS
-9.8%
+60.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.9% | -8.6% | -3.9% |
| 7D | -6.2% | +9.5% | -15.7% | -4.5% |
| 30D | +6.3% | +21.1% | -14.8% | +10.7% |
| 3M | +4.1% | +9.0% | -4.9% | +5.3% |
| 6M | -15.5% | +6.4% | -21.9% | -14.6% |
| YTD | +50.2% | -7.1% | +57.4% | +48.0% |
| 1Y | +50.6% | -10.1% | +60.7% | +54.5% |
| All | +50.6% | -9.8% | +60.4% | +54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling