-18.5%
OTIS vs XME
+167.8%
-186.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.1% |
| 7D | -5.0% | -3.0% | -2.0% | -4.3% |
| 30D | -6.5% | -2.6% | -3.9% | -6.0% |
| 3M | -2.0% | +2.2% | -4.1% | -2.9% |
| 6M | -20.2% | +0.7% | -20.9% | -21.2% |
| YTD | -21.0% | +10.9% | -31.9% | -24.7% |
| 1Y | -20.9% | +35.7% | -56.6% | -29.9% |
| 3Y | -13.3% | +127.1% | -140.5% | -36.7% |
| 5Y | -18.5% | +168.5% | -187.0% | -44.1% |
| All | -18.5% | +167.8% | -186.3% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling