+229.4%
XLF vs OTIS
+91.3%
+138.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -0.1% |
| 7D | -1.5% | -3.0% | +1.5% | -0.2% |
| 30D | -1.2% | -6.0% | +4.9% | +1.5% |
| 3M | +9.2% | -0.9% | +10.1% | +9.3% |
| 6M | +16.3% | -17.3% | +33.7% | +25.9% |
| YTD | +5.4% | -19.6% | +25.0% | +15.2% |
| 1Y | +7.6% | -21.0% | +28.6% | +18.4% |
| 3Y | +74.2% | -12.1% | +86.3% | +77.8% |
| 5Y | +66.1% | -17.1% | +83.2% | +70.7% |
| All | +229.4% | +91.3% | +138.1% | +149.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling