-18.5%
OTIS vs XYL
-15.8%
-2.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -5.0% | -1.2% | -3.8% | -4.5% |
| 30D | -6.5% | -13.2% | +6.7% | -0.4% |
| 3M | -2.0% | -0.2% | -1.8% | -2.1% |
| 6M | -20.2% | -12.5% | -7.7% | -15.6% |
| YTD | -21.0% | -20.9% | -0.1% | -13.0% |
| 1Y | -20.9% | -21.6% | +0.7% | -12.6% |
| 3Y | -13.3% | +16.1% | -29.5% | -23.3% |
| 5Y | -18.5% | -15.6% | -2.9% | -18.5% |
| All | -18.5% | -15.8% | -2.7% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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