+406.3%
SHEL vs OTIS
+93.9%
+312.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +2.9% |
| 7D | +1.9% | -0.8% | +2.7% | +2.1% |
| 30D | +8.7% | -4.7% | +13.4% | +9.9% |
| 3M | +11.0% | +1.2% | +9.7% | +10.3% |
| 6M | +14.6% | -20.5% | +35.1% | +20.9% |
| YTD | +33.3% | -18.4% | +51.7% | +39.4% |
| 1Y | +37.9% | -18.1% | +56.0% | +43.8% |
| 3Y | +69.7% | -10.6% | +80.3% | +69.6% |
| 5Y | +190.2% | -16.1% | +206.2% | +190.3% |
| All | +406.3% | +93.9% | +312.4% | +349.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling