+225.7%
XLE vs OTIS
-14.6%
+240.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | +12.6% | -4.7% | +17.4% | +14.0% |
| 3M | +11.8% | +1.2% | +10.6% | +11.0% |
| 6M | +16.1% | -20.5% | +36.6% | +23.6% |
| YTD | +46.9% | -18.4% | +65.3% | +54.7% |
| 1Y | +53.3% | -18.1% | +71.3% | +61.0% |
| 3Y | +54.9% | -10.6% | +65.5% | +54.3% |
| 5Y | +225.7% | -16.1% | +241.8% | +230.0% |
| All | +225.7% | -14.6% | +240.3% | +230.0% |
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