-16.5%
OTIS vs COPX
+163.4%
-179.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -3.0% | -2.3% | -0.6% | -2.6% |
| 30D | -6.0% | +0.3% | -6.3% | -6.2% |
| 3M | -0.9% | +6.8% | -7.7% | -2.7% |
| 6M | -17.3% | +7.9% | -25.3% | -19.7% |
| YTD | -19.6% | +23.7% | -43.3% | -25.3% |
| 1Y | -21.0% | +71.5% | -92.6% | -33.1% |
| 3Y | -12.1% | +149.1% | -161.2% | -35.2% |
| All | -16.5% | +163.4% | -179.9% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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