+71.4%
OTIS vs XYL
+81.8%
-10.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.9% |
| 7D | -0.8% | +1.8% | -2.6% | -1.6% |
| 30D | -4.7% | -9.2% | +4.5% | -0.7% |
| 3M | +1.2% | -0.3% | +1.5% | +1.2% |
| 6M | -20.5% | -11.0% | -9.6% | -16.7% |
| YTD | -18.4% | -19.2% | +0.8% | -11.3% |
| 1Y | -18.1% | -21.2% | +3.1% | -10.0% |
| 3Y | -10.6% | +18.6% | -29.2% | -20.1% |
| 5Y | -16.1% | -14.3% | -1.8% | -16.4% |
| All | +71.4% | +81.8% | -10.4% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling