+71.4%
OTIS vs EXEL
+296.6%
-225.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.4% |
| 7D | -0.8% | +1.4% | -2.1% | -0.9% |
| 30D | -4.7% | +6.7% | -11.4% | -5.3% |
| 3M | +1.2% | +11.5% | -10.2% | +0.2% |
| 6M | -20.5% | +38.8% | -59.3% | -22.8% |
| YTD | -18.4% | +31.6% | -50.0% | -20.6% |
| 1Y | -18.1% | +53.0% | -71.1% | -21.4% |
| 3Y | -10.6% | +160.8% | -171.4% | -19.1% |
| 5Y | -16.1% | +190.1% | -206.2% | -25.4% |
| All | +71.4% | +296.6% | -225.2% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling