+3.6%
EXE vs OTIS
-14.9%
+18.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.3% | -0.7% | +0.5% | -0.3% |
| 30D | +8.5% | -2.0% | +10.4% | +8.2% |
| 3M | +5.5% | +2.6% | +2.9% | +5.5% |
| 6M | -5.9% | -20.9% | +15.0% | -6.8% |
| YTD | -9.7% | -17.1% | +7.4% | -10.2% |
| 1Y | +3.6% | -15.9% | +19.5% | +4.2% |
| All | +3.6% | -14.9% | +18.5% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling