+1,169.7%
VLO vs OTIS
+97.1%
+1,072.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +5.2% | -0.7% | +5.9% | +5.5% |
| 30D | +22.6% | -2.0% | +24.6% | +23.4% |
| 3M | +43.8% | +2.6% | +41.2% | +41.4% |
| 6M | +65.7% | -20.9% | +86.7% | +81.9% |
| YTD | +131.1% | -17.1% | +148.2% | +147.2% |
| 1Y | +143.6% | -15.9% | +159.5% | +158.3% |
| 3Y | +201.4% | -12.7% | +214.1% | +204.4% |
| 5Y | +568.9% | -15.7% | +584.6% | +579.5% |
| All | +1,169.7% | +97.1% | +1,072.6% | +685.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling