+143.6%
VLO vs OTIS
-14.9%
+158.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -0.1% |
| 7D | +5.2% | -0.7% | +5.9% | +5.0% |
| 30D | +22.6% | -2.0% | +24.6% | +22.0% |
| 3M | +43.8% | +2.6% | +41.2% | +44.7% |
| 6M | +65.7% | -20.9% | +86.7% | +68.0% |
| YTD | +131.1% | -17.1% | +148.2% | +129.7% |
| 1Y | +143.6% | -15.9% | +159.5% | +144.0% |
| All | +143.6% | -14.9% | +158.6% | +144.0% |
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