+182.4%
XLC vs OTIS
+87.9%
+94.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.3% |
| 7D | -1.7% | -5.0% | +3.4% | +0.1% |
| 30D | +0.2% | -6.5% | +6.7% | +2.5% |
| 3M | +0.7% | -2.0% | +2.7% | +1.2% |
| 6M | -4.5% | -20.2% | +15.7% | +2.9% |
| YTD | -4.7% | -21.0% | +16.2% | +2.7% |
| 1Y | -1.5% | -20.9% | +19.4% | +6.0% |
| 3Y | +72.2% | -13.3% | +85.6% | +75.8% |
| 5Y | +39.3% | -18.5% | +57.8% | +41.1% |
| All | +182.4% | +87.9% | +94.4% | +149.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling