+69.6%
OTIS vs XPO
+1,086.2%
-1,016.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.6% |
| 7D | -2.2% | -0.9% | -1.2% | -2.0% |
| 30D | -4.3% | -8.1% | +3.8% | -3.1% |
| 3M | -2.2% | -19.0% | +16.9% | +1.0% |
| 6M | -19.9% | -5.2% | -14.7% | -19.7% |
| YTD | -19.3% | +35.6% | -54.9% | -24.2% |
| 1Y | -19.6% | +41.1% | -60.7% | -25.2% |
| 3Y | -11.5% | +157.9% | -169.4% | -29.4% |
| 5Y | -16.8% | +265.6% | -282.4% | -41.4% |
| All | +69.6% | +1,086.2% | -1,016.7% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling