+69.6%
OTIS vs EXPD
+237.8%
-168.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.5% |
| 7D | -2.2% | +1.2% | -3.3% | -2.5% |
| 30D | -4.3% | +5.2% | -9.5% | -5.9% |
| 3M | -2.2% | +13.2% | -15.4% | -6.3% |
| 6M | -19.9% | +30.3% | -50.2% | -27.0% |
| YTD | -19.3% | +27.0% | -46.4% | -26.6% |
| 1Y | -19.6% | +57.3% | -76.9% | -32.9% |
| 3Y | -11.5% | +70.0% | -81.5% | -29.8% |
| 5Y | -16.8% | +61.6% | -78.4% | -34.3% |
| All | +69.6% | +237.8% | -168.3% | +13.1% |
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