+88.3%
EXPE vs OTIS
-17.1%
+105.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | 0.0% |
| 7D | -11.5% | -2.2% | -9.4% | -10.2% |
| 30D | -13.1% | -4.3% | -8.7% | -10.5% |
| 3M | +18.1% | -2.2% | +20.3% | +20.0% |
| 6M | +13.3% | -19.9% | +33.2% | +29.8% |
| YTD | -3.2% | -19.3% | +16.1% | +9.9% |
| 1Y | +26.1% | -19.6% | +45.7% | +43.1% |
| 3Y | +151.7% | -11.5% | +163.2% | +150.5% |
| 5Y | +88.3% | -16.8% | +105.1% | +80.0% |
| All | +88.3% | -17.1% | +105.5% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling