+39.4%
SHEL vs OTIS
-19.7%
+59.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +1.1% |
| 7D | +4.1% | -3.0% | +7.1% | +3.6% |
| 30D | +8.4% | -6.0% | +14.4% | +7.3% |
| 3M | +13.7% | -0.9% | +14.6% | +13.5% |
| 6M | +12.7% | -17.3% | +30.0% | +10.6% |
| YTD | +35.3% | -19.6% | +54.9% | +31.8% |
| 1Y | +39.4% | -21.0% | +60.4% | +36.4% |
| All | +39.4% | -19.7% | +59.1% | +36.4% |
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