+46.0%
XOM vs OTIS
-14.9%
+60.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +1.8% | -0.7% | +2.5% | +1.7% |
| 30D | +5.9% | -2.0% | +7.8% | +5.6% |
| 3M | +5.6% | +2.6% | +3.0% | +6.0% |
| 6M | +7.9% | -20.9% | +28.8% | +10.0% |
| YTD | +35.2% | -17.1% | +52.3% | +36.4% |
| 1Y | +46.0% | -15.9% | +61.9% | +50.4% |
| All | +46.0% | -14.9% | +60.9% | +50.4% |
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 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