+90.7%
OTIS vs EXEL
+374.6%
-283.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | +12.8% | +13.1% | -0.3% | +11.6% |
| 3M | +7.4% | +36.3% | -29.0% | +4.6% |
| 6M | +7.7% | +34.5% | -26.8% | +5.0% |
| YTD | -9.3% | +57.4% | -66.7% | -13.0% |
| 1Y | -12.1% | +62.9% | -75.0% | -16.0% |
| 3Y | +0.6% | +229.5% | -228.9% | -10.7% |
| 5Y | -1.1% | +281.2% | -282.3% | -13.7% |
| All | +90.7% | +374.6% | -283.8% | +50.5% |
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