+343.1%
ORLY vs OTIS
+91.3%
+251.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.1% |
| 7D | -2.4% | -3.0% | +0.6% | -1.6% |
| 30D | -6.8% | -6.0% | -0.8% | -5.2% |
| 3M | -4.8% | -0.9% | -3.9% | -4.6% |
| 6M | -9.1% | -17.3% | +8.2% | -4.6% |
| YTD | -5.9% | -19.6% | +13.7% | -0.8% |
| 1Y | -20.4% | -21.0% | +0.6% | -15.7% |
| 3Y | +36.6% | -12.1% | +48.7% | +39.3% |
| 5Y | +117.3% | -17.1% | +134.4% | +120.4% |
| All | +343.1% | +91.3% | +251.8% | +303.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling