+148.3%
VLO vs OTIS
-20.9%
+169.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -1.4% |
| 7D | +4.0% | -5.0% | +9.0% | +2.6% |
| 30D | +19.0% | -6.5% | +25.5% | +17.0% |
| 3M | +50.0% | -2.0% | +51.9% | +49.3% |
| 6M | +79.1% | -20.2% | +99.3% | +76.6% |
| YTD | +140.3% | -21.0% | +161.2% | +135.6% |
| 1Y | +148.3% | -20.9% | +169.2% | +145.5% |
| All | +148.3% | -20.9% | +169.2% | +145.5% |
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