+37.6%
XLC vs OTIS
-17.1%
+54.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -1.4% | -2.2% | +0.7% | -0.5% |
| 30D | -0.9% | -4.3% | +3.4% | +0.9% |
| 3M | -0.3% | -2.2% | +1.9% | +0.4% |
| 6M | -5.2% | -19.9% | +14.7% | +4.0% |
| YTD | -5.3% | -19.3% | +14.0% | +3.1% |
| 1Y | -2.8% | -19.6% | +16.8% | +5.8% |
| 3Y | +71.2% | -11.5% | +82.7% | +69.0% |
| 5Y | +37.6% | -16.8% | +54.4% | +31.8% |
| All | +37.6% | -17.1% | +54.7% | +31.8% |
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 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