+139.2%
SLB vs OTIS
-14.6%
+153.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +0.4% | -0.8% | +1.2% | +0.7% |
| 30D | +13.6% | -4.7% | +18.3% | +15.7% |
| 3M | +1.5% | +1.2% | +0.3% | +0.5% |
| 6M | +23.0% | -20.5% | +43.5% | +35.0% |
| YTD | +51.2% | -18.4% | +69.7% | +63.9% |
| 1Y | +63.5% | -18.1% | +81.6% | +76.6% |
| 3Y | +2.5% | -10.6% | +13.1% | +5.1% |
| 5Y | +139.2% | -16.1% | +155.3% | +150.4% |
| All | +139.2% | -14.6% | +153.8% | +150.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling