+374.5%
SLB vs OTIS
+91.8%
+282.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | -1.9% | -2.2% | +0.3% | -0.9% |
| 30D | +7.8% | -4.3% | +12.1% | +9.9% |
| 3M | +2.7% | -2.2% | +4.9% | +3.3% |
| 6M | +22.2% | -19.9% | +42.1% | +34.7% |
| YTD | +51.1% | -19.3% | +70.4% | +65.9% |
| 1Y | +63.3% | -19.6% | +82.9% | +79.2% |
| 3Y | +2.4% | -11.5% | +14.0% | +5.5% |
| 5Y | +139.3% | -16.8% | +156.1% | +150.7% |
| All | +374.5% | +91.8% | +282.7% | +263.7% |
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