+378.4%
SLB vs OTIS
+97.1%
+281.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.8% | -0.7% | +1.6% | +1.2% |
| 30D | +15.8% | -2.0% | +17.8% | +16.8% |
| 3M | -0.3% | +2.6% | -2.9% | -2.0% |
| 6M | +21.3% | -20.9% | +42.3% | +34.7% |
| YTD | +52.3% | -17.1% | +69.4% | +65.1% |
| 1Y | +63.6% | -15.9% | +79.5% | +75.8% |
| 3Y | +3.8% | -12.7% | +16.5% | +7.7% |
| 5Y | +128.6% | -15.7% | +144.4% | +138.3% |
| All | +378.4% | +97.1% | +281.3% | +262.1% |
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