+0.6%
OTIS vs XME
+93.2%
-92.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | +12.8% | -6.1% | +18.9% | +13.5% |
| 3M | +7.4% | -18.6% | +26.0% | +10.0% |
| 6M | +7.7% | -23.9% | +31.6% | +11.4% |
| YTD | -9.3% | -9.3% | +0.1% | -10.1% |
| 1Y | -12.1% | +1.8% | -13.9% | -15.2% |
| 3Y | +0.6% | +93.0% | -92.4% | -21.1% |
| All | +0.6% | +93.2% | -92.5% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling