-0.4%
OTIS vs EXEL
+234.5%
-234.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.4% |
| 7D | -3.0% | +1.6% | -4.6% | -3.1% |
| 30D | +14.0% | +17.4% | -3.4% | +12.7% |
| 3M | +4.9% | +38.6% | -33.7% | +2.5% |
| 6M | +5.4% | +41.2% | -35.8% | +2.7% |
| YTD | -10.2% | +59.3% | -69.5% | -13.5% |
| 1Y | -13.4% | +60.2% | -73.6% | -16.7% |
| All | -0.4% | +234.5% | -234.9% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling