+93.2%
OTIS vs EXPD
+231.2%
-138.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | +4.2% | -7.2% | +11.4% | +6.6% |
| 30D | +20.1% | -3.3% | +23.4% | +21.2% |
| 3M | +7.6% | +3.4% | +4.2% | +6.1% |
| 6M | +4.2% | +22.7% | -18.5% | -3.2% |
| YTD | -8.1% | +24.5% | -32.6% | -16.1% |
| 1Y | -11.5% | +38.6% | -50.2% | -22.5% |
| 3Y | +3.8% | +71.5% | -67.7% | -18.3% |
| 5Y | +5.0% | +56.2% | -51.2% | -16.3% |
| All | +93.2% | +231.2% | -138.0% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling