+136.0%
EXC vs OTIS
+91.3%
+44.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.1% |
| 7D | -1.1% | -3.0% | +1.9% | -0.2% |
| 30D | -3.6% | -6.0% | +2.4% | -1.8% |
| 3M | -4.3% | -0.9% | -3.4% | -4.1% |
| 6M | -9.9% | -17.3% | +7.4% | -4.7% |
| YTD | +1.8% | -19.6% | +21.3% | +8.5% |
| 1Y | +2.9% | -21.0% | +23.9% | +10.2% |
| 3Y | +19.1% | -12.1% | +31.2% | +21.0% |
| 5Y | +44.8% | -17.1% | +61.9% | +47.2% |
| All | +136.0% | +91.3% | +44.7% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling