-16.5%
OTIS vs XLRE
+8.4%
-25.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.3% |
| 7D | -3.0% | -1.2% | -1.8% | -2.3% |
| 30D | -6.0% | -2.4% | -3.6% | -4.6% |
| 3M | -0.9% | -2.5% | +1.6% | +0.7% |
| 6M | -17.3% | +4.0% | -21.3% | -19.2% |
| YTD | -19.6% | +9.3% | -28.8% | -23.8% |
| 1Y | -21.0% | +5.6% | -26.6% | -23.7% |
| 3Y | -12.1% | +31.3% | -43.4% | -26.6% |
| All | -16.5% | +8.4% | -25.0% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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