+66.1%
OTIS vs COPX
+877.8%
-811.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.0% | +5.0% | -0.6% |
| 7D | -5.0% | -2.9% | -2.1% | -4.5% |
| 30D | -6.5% | 0.0% | -6.5% | -6.7% |
| 3M | -2.0% | +14.8% | -16.7% | -5.5% |
| 6M | -20.2% | +7.0% | -27.2% | -22.5% |
| YTD | -21.0% | +23.8% | -44.8% | -26.8% |
| 1Y | -20.9% | +75.7% | -96.6% | -33.5% |
| 3Y | -13.3% | +156.4% | -169.7% | -36.2% |
| 5Y | -18.5% | +167.6% | -186.1% | -42.0% |
| All | +66.1% | +877.8% | -811.7% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling