+63.6%
SLB vs OTIS
-14.9%
+78.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.8% | -0.7% | +1.6% | +1.0% |
| 30D | +15.8% | -2.0% | +17.8% | +16.3% |
| 3M | -0.3% | +2.6% | -2.9% | -1.5% |
| 6M | +21.3% | -20.9% | +42.3% | +32.5% |
| YTD | +52.3% | -17.1% | +69.4% | +63.0% |
| 1Y | +63.6% | -15.9% | +79.5% | +71.9% |
| All | +63.6% | -14.9% | +78.5% | +71.9% |
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