+446.5%
EXPE vs OTIS
+113.5%
+333.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | -4.2% | -3.0% | -1.2% | -2.6% |
| 30D | -4.5% | +14.0% | -18.5% | -10.8% |
| 3M | -19.7% | +4.9% | -24.6% | -21.6% |
| 6M | +18.3% | +5.4% | +12.9% | +15.1% |
| YTD | -7.3% | -10.2% | +2.9% | -2.2% |
| 1Y | -3.9% | -13.4% | +9.5% | +3.4% |
| 3Y | +123.0% | -0.7% | +123.7% | +115.2% |
| 5Y | +47.9% | -2.1% | +50.0% | +41.1% |
| All | +446.5% | +113.5% | +333.0% | +313.2% |
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