+74.2%
OTIS vs XME
+777.7%
-703.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -2.0% | +6.0% | -8.0% | -3.7% |
| 3M | +2.6% | -7.7% | +10.3% | +4.2% |
| 6M | -20.9% | +1.0% | -21.9% | -22.0% |
| YTD | -17.1% | +14.6% | -31.7% | -21.8% |
| 1Y | -15.9% | +46.0% | -61.9% | -27.1% |
| 3Y | -12.7% | +127.0% | -139.8% | -35.6% |
| 5Y | -15.7% | +175.8% | -191.5% | -42.8% |
| All | +74.2% | +777.7% | -703.5% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling