+76.1%
XBI vs OTIS
-14.9%
+91.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | +7.1% | -2.0% | +9.1% | +7.3% |
| 3M | +22.9% | +2.6% | +20.3% | +21.8% |
| 6M | +29.7% | -20.9% | +50.6% | +32.3% |
| YTD | +34.5% | -17.1% | +51.6% | +36.3% |
| 1Y | +76.1% | -15.9% | +92.0% | +72.3% |
| All | +76.1% | -14.9% | +91.0% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling