+54.9%
XLE vs OTIS
-10.9%
+65.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | +12.6% | -4.7% | +17.4% | +13.4% |
| 3M | +11.8% | +1.2% | +10.6% | +11.3% |
| 6M | +16.1% | -20.5% | +36.6% | +21.4% |
| YTD | +46.9% | -18.4% | +65.3% | +52.3% |
| 1Y | +53.3% | -18.1% | +71.3% | +58.6% |
| 3Y | +54.9% | -10.6% | +65.5% | +53.3% |
| All | +54.9% | -10.9% | +65.8% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling