+66.1%
OTIS vs EXEL
+295.0%
-228.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.9% |
| 7D | -5.0% | -2.9% | -2.1% | -4.8% |
| 30D | -6.5% | +11.9% | -18.4% | -7.4% |
| 3M | -2.0% | +9.2% | -11.2% | -2.8% |
| 6M | -20.2% | +39.1% | -59.3% | -22.5% |
| YTD | -21.0% | +31.0% | -52.0% | -23.0% |
| 1Y | -20.9% | +52.3% | -73.2% | -24.1% |
| 3Y | -13.3% | +159.7% | -173.1% | -21.6% |
| 5Y | -18.5% | +187.7% | -206.3% | -27.6% |
| All | +66.1% | +295.0% | -228.9% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling