+32.0%
XEL vs OTIS
-17.8%
+49.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.4% |
| 7D | -0.3% | -3.0% | +2.7% | +0.5% |
| 30D | -3.9% | -6.0% | +2.1% | -2.3% |
| 3M | -2.8% | -0.9% | -1.9% | -2.7% |
| 6M | -5.4% | -17.3% | +11.9% | -0.6% |
| YTD | +3.8% | -19.6% | +23.3% | +9.6% |
| 1Y | +6.8% | -21.0% | +27.9% | +13.3% |
| 3Y | +45.6% | -12.1% | +57.7% | +47.5% |
| All | +32.0% | -17.8% | +49.8% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling