+533.8%
XOM vs OTIS
+91.8%
+441.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | 0.0% | -2.2% | +2.2% | +0.6% |
| 30D | +3.4% | -4.3% | +7.8% | +4.6% |
| 3M | +11.0% | -2.2% | +13.2% | +11.3% |
| 6M | +10.6% | -19.9% | +30.5% | +17.0% |
| YTD | +39.2% | -19.3% | +58.5% | +46.7% |
| 1Y | +52.7% | -19.6% | +72.3% | +60.9% |
| 3Y | +56.8% | -11.5% | +68.3% | +57.5% |
| 5Y | +261.8% | -16.8% | +278.6% | +265.0% |
| All | +533.8% | +91.8% | +441.9% | +423.3% |
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 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