+35.0%
XLB vs OTIS
-17.1%
+52.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.5% |
| 7D | -2.9% | -2.2% | -0.8% | -1.9% |
| 30D | -3.4% | -4.3% | +1.0% | -1.3% |
| 3M | +1.6% | -2.2% | +3.8% | +2.5% |
| 6M | +3.6% | -19.9% | +23.5% | +15.4% |
| YTD | +14.2% | -19.3% | +33.6% | +26.3% |
| 1Y | +15.6% | -19.6% | +35.1% | +27.7% |
| 3Y | +33.1% | -11.5% | +44.6% | +34.2% |
| 5Y | +35.0% | -16.8% | +51.8% | +34.9% |
| All | +35.0% | -17.1% | +52.2% | +34.9% |
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