+21.2%
EXE vs OTIS
+0.6%
+20.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +5.3% | -1.3% | +6.6% | +5.4% |
| 30D | -2.2% | +12.8% | -15.0% | -3.4% |
| 3M | -5.9% | +7.4% | -13.3% | -6.6% |
| 6M | -5.7% | +7.7% | -13.4% | -6.6% |
| YTD | -17.8% | -9.3% | -8.6% | -16.5% |
| 1Y | -23.1% | -12.1% | -11.0% | -21.4% |
| 3Y | +21.2% | +0.6% | +20.5% | +17.1% |
| All | +21.2% | +0.6% | +20.6% | +17.1% |
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