+255.6%
XOM vs OTIS
-19.2%
+274.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | +1.9% | -5.0% | +6.9% | +2.9% |
| 30D | +4.1% | -6.5% | +10.6% | +5.5% |
| 3M | +10.4% | -2.0% | +12.4% | +10.5% |
| 6M | +13.0% | -20.2% | +33.2% | +18.7% |
| YTD | +40.1% | -21.0% | +61.0% | +47.2% |
| 1Y | +51.1% | -20.9% | +72.0% | +58.7% |
| 3Y | +57.7% | -13.3% | +71.1% | +58.1% |
| All | +255.6% | -19.2% | +274.8% | +257.3% |
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