+60.5%
XOM vs OTIS
-12.3%
+72.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.3% |
| 7D | +4.1% | -3.0% | +7.1% | +4.4% |
| 30D | +4.6% | -6.0% | +10.6% | +5.2% |
| 3M | +14.0% | -0.9% | +14.8% | +13.8% |
| 6M | +11.0% | -17.3% | +28.3% | +14.0% |
| YTD | +40.7% | -19.6% | +60.3% | +45.1% |
| 1Y | +52.3% | -21.0% | +73.3% | +57.5% |
| 3Y | +60.5% | -12.1% | +72.5% | +61.9% |
| All | +60.5% | -12.3% | +72.7% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling