-16.3%
ORLY vs OTIS
-14.9%
-1.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | -5.9% | -2.0% | -3.9% | -5.5% |
| 3M | -0.6% | +2.6% | -3.1% | -1.2% |
| 6M | -6.8% | -20.9% | +14.2% | -4.2% |
| YTD | -3.6% | -17.1% | +13.5% | -2.0% |
| 1Y | -16.3% | -15.9% | -0.4% | -17.0% |
| All | -16.3% | -14.9% | -1.4% | -17.0% |
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 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