+1,220.1%
VLO vs OTIS
+87.9%
+1,132.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.1% |
| 7D | +4.0% | -5.0% | +9.0% | +6.1% |
| 30D | +19.0% | -6.5% | +25.5% | +22.1% |
| 3M | +50.0% | -2.0% | +51.9% | +50.2% |
| 6M | +79.1% | -20.2% | +99.3% | +94.9% |
| YTD | +140.3% | -21.0% | +161.2% | +162.0% |
| 1Y | +148.3% | -20.9% | +169.2% | +170.0% |
| 3Y | +194.6% | -13.3% | +208.0% | +196.7% |
| 5Y | +609.6% | -18.5% | +628.1% | +628.5% |
| All | +1,220.1% | +87.9% | +1,132.2% | +732.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling