+553.5%
XLE vs OTIS
+97.1%
+456.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +2.2% | -0.7% | +2.9% | +2.4% |
| 30D | +11.8% | -2.0% | +13.8% | +12.4% |
| 3M | +9.8% | +2.6% | +7.3% | +8.4% |
| 6M | +15.6% | -20.9% | +36.5% | +24.6% |
| YTD | +45.3% | -17.1% | +62.4% | +53.6% |
| 1Y | +48.3% | -15.9% | +64.2% | +55.8% |
| 3Y | +55.4% | -12.7% | +68.2% | +57.6% |
| 5Y | +216.1% | -15.7% | +231.8% | +219.7% |
| All | +553.5% | +97.1% | +456.4% | +403.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling