+32.5%
XLB vs OTIS
-12.0%
+44.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -2.9% | -2.2% | -0.8% | -2.1% |
| 30D | -3.4% | -4.3% | +1.0% | -1.7% |
| 3M | +1.6% | -2.2% | +3.8% | +2.3% |
| 6M | +3.6% | -19.9% | +23.5% | +12.8% |
| YTD | +14.2% | -19.3% | +33.6% | +23.6% |
| 1Y | +15.6% | -19.6% | +35.1% | +25.0% |
| All | +32.5% | -12.0% | +44.5% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling