+31.4%
EXC vs OTIS
+0.8%
+30.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +0.1% | +1.7% | -1.6% | -0.4% |
| 30D | +9.0% | +18.5% | -9.4% | +4.5% |
| 3M | +3.3% | +7.9% | -4.6% | +1.2% |
| 6M | +5.7% | +5.7% | 0.0% | +3.9% |
| YTD | +7.3% | -9.1% | +16.4% | +8.9% |
| 1Y | +2.9% | -11.6% | +14.5% | +5.2% |
| All | +31.4% | +0.8% | +30.6% | +24.1% |
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