-1.6%
ORLY vs OTIS
-9.8%
+8.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +1.4% |
| 7D | +2.1% | +9.5% | -7.4% | -0.6% |
| 30D | +10.1% | +21.1% | -11.1% | +4.2% |
| 3M | +0.6% | +9.0% | -8.5% | -2.2% |
| 6M | -1.7% | +6.4% | -8.2% | -3.9% |
| YTD | +1.2% | -7.1% | +8.4% | -1.2% |
| 1Y | -1.6% | -10.1% | +8.5% | -1.4% |
| All | -1.6% | -9.8% | +8.2% | -1.4% |
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