+120.6%
VLO vs OTIS
-9.8%
+130.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.9% | -9.6% | -4.6% |
| 7D | -6.0% | +9.5% | -15.5% | -3.6% |
| 30D | -12.9% | +21.1% | -34.0% | -8.3% |
| 3M | +18.3% | +9.0% | +9.3% | +20.7% |
| 6M | +46.4% | +6.4% | +40.0% | +49.1% |
| YTD | +127.7% | -7.1% | +134.9% | +129.7% |
| 1Y | +120.6% | -10.1% | +130.8% | +121.0% |
| All | +120.6% | -9.8% | +130.4% | +121.0% |
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