+178.5%
EXE vs OTIS
+20.2%
+158.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -0.3% | -0.7% | +0.5% | 0.0% |
| 30D | +8.5% | -2.0% | +10.4% | +9.0% |
| 3M | +5.5% | +2.6% | +2.9% | +4.2% |
| 6M | -5.9% | -20.9% | +15.0% | +0.9% |
| YTD | -9.7% | -17.1% | +7.4% | -5.0% |
| 1Y | +3.6% | -15.9% | +19.5% | +8.2% |
| 3Y | +18.0% | -12.7% | +30.8% | +18.5% |
| 5Y | +109.4% | -15.7% | +125.2% | +103.9% |
| All | +178.5% | +20.2% | +158.3% | +133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling