+169.7%
EXE vs OTIS
+16.6%
+153.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.6% |
| 7D | -3.1% | -3.0% | -0.2% | -2.3% |
| 30D | -0.9% | -6.0% | +5.1% | +0.8% |
| 3M | +9.6% | -0.9% | +10.4% | +9.4% |
| 6M | -11.6% | -17.3% | +5.7% | -6.8% |
| YTD | -12.6% | -19.6% | +7.0% | -7.2% |
| 1Y | +1.2% | -21.0% | +22.2% | +7.9% |
| 3Y | +18.0% | -12.1% | +30.1% | +17.5% |
| 5Y | +101.1% | -17.1% | +118.2% | +96.6% |
| All | +169.7% | +16.6% | +153.1% | +127.8% |
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 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