+46.2%
EXC vs OTIS
-14.6%
+60.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.2% |
| 7D | +1.2% | -0.8% | +2.0% | +1.5% |
| 30D | -2.7% | -4.7% | +2.0% | -1.3% |
| 3M | -1.0% | +1.2% | -2.2% | -1.4% |
| 6M | -9.3% | -20.5% | +11.3% | -3.2% |
| YTD | +3.6% | -18.4% | +22.1% | +9.5% |
| 1Y | +5.9% | -18.1% | +24.0% | +11.6% |
| 3Y | +21.3% | -10.6% | +31.9% | +21.8% |
| 5Y | +46.2% | -16.1% | +62.3% | +41.8% |
| All | +46.2% | -14.6% | +60.8% | +41.8% |
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