+69.1%
OTIS vs XPO
+1,072.9%
-1,003.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -3.0% | -5.7% | +2.7% | -2.0% |
| 30D | -6.0% | -12.8% | +6.8% | -4.0% |
| 3M | -0.9% | -20.0% | +19.1% | +2.6% |
| 6M | -17.3% | -6.0% | -11.3% | -16.9% |
| YTD | -19.6% | +34.0% | -53.6% | -24.3% |
| 1Y | -21.0% | +35.6% | -56.6% | -26.1% |
| 3Y | -12.1% | +152.3% | -164.4% | -29.5% |
| 5Y | -17.1% | +264.4% | -281.4% | -41.6% |
| All | +69.1% | +1,072.9% | -1,003.8% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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