+150.2%
XLE vs OTIS
+3.9%
+146.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -7.9% | +0.5% | -8.4% | -8.1% |
| 30D | -4.8% | +19.4% | -24.3% | -9.1% |
| 3M | +8.4% | +7.1% | +1.3% | +6.2% |
| 6M | +12.7% | +6.6% | +6.1% | +10.4% |
| YTD | +41.3% | -8.3% | +49.6% | +44.3% |
| 1Y | +42.3% | -11.6% | +53.9% | +47.0% |
| 3Y | +65.1% | +3.1% | +61.9% | +57.5% |
| 5Y | +150.2% | +2.5% | +147.7% | +129.5% |
| All | +150.2% | +3.9% | +146.3% | +129.5% |
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 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