+69.1%
OTIS vs XME
+740.8%
-671.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | -3.0% | -4.2% | +1.2% | -1.9% |
| 30D | -6.0% | -2.7% | -3.3% | -5.5% |
| 3M | -0.9% | -3.9% | +3.1% | -0.3% |
| 6M | -17.3% | -1.0% | -16.4% | -18.1% |
| YTD | -19.6% | +9.8% | -29.4% | -23.3% |
| 1Y | -21.0% | +32.5% | -53.6% | -29.6% |
| 3Y | -12.1% | +124.3% | -136.4% | -35.1% |
| 5Y | -17.1% | +165.8% | -182.9% | -43.1% |
| All | +69.1% | +740.8% | -671.7% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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