+38.7%
EXPE vs OTIS
-14.9%
+53.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -9.5% | -0.7% | -8.8% | -9.2% |
| 30D | -6.6% | -2.0% | -4.6% | -5.7% |
| 3M | +31.4% | +2.6% | +28.8% | +30.5% |
| 6M | +35.2% | -20.9% | +56.1% | +44.5% |
| YTD | +5.8% | -17.1% | +22.9% | +12.6% |
| 1Y | +38.7% | -15.9% | +54.6% | +38.8% |
| All | +38.7% | -14.9% | +53.6% | +38.8% |
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 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