-13.4%
OTIS vs EXPD
+61.6%
-75.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -0.7% | -1.1% | +0.4% | -0.4% |
| 30D | -2.0% | +4.1% | -6.1% | -3.3% |
| 3M | +2.6% | +17.9% | -15.3% | -2.9% |
| 6M | -20.9% | +29.2% | -50.2% | -27.6% |
| YTD | -17.1% | +27.4% | -44.5% | -24.5% |
| 1Y | -15.9% | +56.8% | -72.7% | -29.8% |
| 3Y | -12.7% | +68.0% | -80.8% | -30.7% |
| All | -13.4% | +61.6% | -75.0% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling