+176.1%
XLC vs OTIS
+115.8%
+60.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.7% |
| 7D | +3.7% | -1.3% | +5.0% | +4.2% |
| 30D | -1.9% | +12.8% | -14.7% | -5.9% |
| 3M | -3.1% | +7.4% | -10.5% | -5.6% |
| 6M | -6.4% | +7.7% | -14.1% | -9.1% |
| YTD | -6.8% | -9.3% | +2.4% | -4.4% |
| 1Y | -1.7% | -12.1% | +10.4% | +2.0% |
| 3Y | +64.7% | +0.6% | +64.1% | +59.3% |
| 5Y | +41.1% | -1.1% | +42.2% | +34.6% |
| All | +176.1% | +115.8% | +60.4% | +132.3% |
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