+3.8%
OTIS vs EXPD
+68.8%
-65.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | +4.2% | -7.2% | +11.4% | +5.5% |
| 30D | +20.1% | -3.3% | +23.4% | +20.7% |
| 3M | +7.6% | +3.4% | +4.2% | +6.7% |
| 6M | +4.2% | +22.7% | -18.5% | -0.2% |
| YTD | -8.1% | +24.5% | -32.6% | -13.1% |
| 1Y | -11.5% | +38.6% | -50.2% | -18.9% |
| 3Y | +3.8% | +71.5% | -67.7% | -15.1% |
| All | +3.8% | +68.8% | -65.0% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling