+69.1%
OTIS vs XHB
+311.8%
-242.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.1% |
| 7D | -3.0% | -4.6% | +1.7% | -1.0% |
| 30D | -6.0% | -9.1% | +3.1% | -2.1% |
| 3M | -0.9% | -8.6% | +7.7% | +2.7% |
| 6M | -17.3% | -4.0% | -13.3% | -16.4% |
| YTD | -19.6% | -3.9% | -15.6% | -19.0% |
| 1Y | -21.0% | -16.5% | -4.6% | -15.6% |
| 3Y | -12.1% | +22.6% | -34.7% | -22.9% |
| 5Y | -17.1% | +33.9% | -51.0% | -31.7% |
| All | +69.1% | +311.8% | -242.7% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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