+125.5%
XBI vs OTIS
+87.9%
+37.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.9% |
| 7D | -4.6% | -5.0% | +0.4% | -2.8% |
| 30D | -0.8% | -6.5% | +5.7% | +1.6% |
| 3M | +21.8% | -2.0% | +23.8% | +22.2% |
| 6M | +23.2% | -20.2% | +43.4% | +33.4% |
| YTD | +28.7% | -21.0% | +49.7% | +39.4% |
| 1Y | +67.8% | -20.9% | +88.6% | +81.3% |
| 3Y | +100.6% | -13.3% | +114.0% | +106.2% |
| 5Y | +19.8% | -18.5% | +38.3% | +21.5% |
| All | +125.5% | +87.9% | +37.6% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling