+414.0%
SHEL vs OTIS
+91.3%
+322.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.4% |
| 7D | +4.1% | -3.0% | +7.1% | +4.8% |
| 30D | +8.4% | -6.0% | +14.4% | +9.9% |
| 3M | +13.7% | -0.9% | +14.6% | +13.6% |
| 6M | +12.7% | -17.3% | +30.0% | +17.7% |
| YTD | +35.3% | -19.6% | +54.9% | +41.9% |
| 1Y | +39.4% | -21.0% | +60.4% | +46.8% |
| 3Y | +71.5% | -12.1% | +83.5% | +72.0% |
| 5Y | +195.0% | -17.1% | +212.1% | +195.9% |
| All | +414.0% | +91.3% | +322.7% | +357.8% |
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