-13.6%
OTIS vs XPO
+151.2%
-164.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -5.0% | -1.3% | -3.7% | -4.9% |
| 30D | -6.5% | -10.4% | +3.9% | -5.3% |
| 3M | -2.0% | -15.7% | +13.7% | -0.2% |
| 6M | -20.2% | -6.3% | -13.8% | -19.9% |
| YTD | -21.0% | +34.2% | -55.1% | -24.1% |
| 1Y | -20.9% | +39.9% | -60.8% | -24.6% |
| All | -13.6% | +151.2% | -164.8% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling