+89.6%
OTIS vs EXPD
+249.1%
-159.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.7% |
| 7D | -2.9% | -1.6% | -1.3% | -2.5% |
| 30D | +16.1% | +0.6% | +15.5% | +15.7% |
| 3M | +6.7% | +9.8% | -3.1% | +3.2% |
| 6M | +6.0% | +25.8% | -19.7% | -2.2% |
| YTD | -9.8% | +31.3% | -41.0% | -19.0% |
| 1Y | -12.3% | +40.9% | -53.3% | -23.5% |
| 3Y | -0.2% | +74.7% | -75.0% | -21.7% |
| 5Y | +1.0% | +62.9% | -61.9% | -20.6% |
| All | +89.6% | +249.1% | -159.5% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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