+609.6%
VLO vs OTIS
-19.0%
+628.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | +4.0% | -5.0% | +9.0% | +5.2% |
| 30D | +19.0% | -6.5% | +25.5% | +20.8% |
| 3M | +50.0% | -2.0% | +51.9% | +50.0% |
| 6M | +79.1% | -20.2% | +99.3% | +89.2% |
| YTD | +140.3% | -21.0% | +161.2% | +154.2% |
| 1Y | +148.3% | -20.9% | +169.2% | +162.2% |
| 3Y | +194.6% | -13.3% | +208.0% | +196.1% |
| 5Y | +609.6% | -18.5% | +628.1% | +610.4% |
| All | +609.6% | -19.0% | +628.5% | +610.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling