+183.1%
XLB vs OTIS
+115.8%
+67.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.7% |
| 7D | +0.5% | -1.3% | +1.8% | +1.1% |
| 30D | +5.2% | +12.8% | -7.6% | -0.5% |
| 3M | +0.3% | +7.4% | -7.1% | -3.1% |
| 6M | +1.2% | +7.7% | -6.6% | -2.6% |
| YTD | +16.6% | -9.3% | +25.9% | +20.9% |
| 1Y | +21.4% | -12.1% | +33.5% | +27.7% |
| 3Y | +43.2% | +0.6% | +42.6% | +38.4% |
| 5Y | +28.0% | -1.1% | +29.1% | +22.7% |
| All | +183.1% | +115.8% | +67.3% | +113.9% |
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 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