+64.8%
SLB vs OTIS
+3.9%
+60.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | -3.7% | +0.5% | -4.2% | -3.9% |
| 30D | +2.9% | +19.4% | -16.5% | -4.4% |
| 3M | +0.2% | +7.1% | -6.9% | -2.9% |
| 6M | -4.4% | +6.6% | -11.0% | -7.5% |
| YTD | +33.4% | -8.3% | +41.7% | +37.6% |
| 1Y | +40.8% | -11.6% | +52.4% | +47.5% |
| 3Y | +3.2% | +3.1% | +0.1% | -0.6% |
| 5Y | +64.8% | +2.5% | +62.3% | +51.9% |
| All | +64.8% | +3.9% | +60.9% | +51.9% |
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 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