+90.7%
OTIS vs XYL
+57.4%
+33.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -1.3% | -3.7% | +2.4% | +0.3% |
| 30D | +12.8% | -8.3% | +21.1% | +16.3% |
| 3M | +7.4% | -21.4% | +28.8% | +18.2% |
| 6M | +7.7% | -12.9% | +20.7% | +13.3% |
| YTD | -9.3% | -30.1% | +20.8% | +4.2% |
| 1Y | -12.1% | -35.2% | +23.0% | +4.3% |
| 3Y | +0.6% | -0.8% | +1.4% | -3.4% |
| 5Y | -1.1% | -23.2% | +22.1% | +2.8% |
| All | +90.7% | +57.4% | +33.3% | +49.5% |
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 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