+74.2%
OTIS vs XHB
+331.8%
-257.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.8% |
| 7D | -0.7% | -1.3% | +0.6% | -0.2% |
| 30D | -2.0% | -6.9% | +4.9% | +0.9% |
| 3M | +2.6% | -1.3% | +3.8% | +2.7% |
| 6M | -20.9% | -6.8% | -14.1% | -19.0% |
| YTD | -17.1% | +0.7% | -17.8% | -18.2% |
| 1Y | -15.9% | -11.2% | -4.7% | -12.5% |
| 3Y | -12.7% | +25.3% | -38.1% | -24.2% |
| 5Y | -15.7% | +37.3% | -53.0% | -31.4% |
| All | +74.2% | +331.8% | -257.6% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling