+123.2%
LYB vs OTIS
+91.3%
+31.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.8% |
| 7D | +0.3% | -3.0% | +3.2% | +1.7% |
| 30D | +2.5% | -6.0% | +8.5% | +5.4% |
| 3M | +1.4% | -0.9% | +2.3% | +1.2% |
| 6M | -3.5% | -17.3% | +13.8% | +4.2% |
| YTD | +52.0% | -19.6% | +71.5% | +66.2% |
| 1Y | +22.1% | -21.0% | +43.1% | +34.7% |
| 3Y | -22.8% | -12.1% | -10.7% | -21.8% |
| 5Y | -3.4% | -17.1% | +13.7% | -0.4% |
| All | +123.2% | +91.3% | +31.9% | +58.0% |
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 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