+73.0%
XLF vs OTIS
-13.8%
+86.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | -2.9% | -5.0% | +2.1% | -1.3% |
| 30D | -1.6% | -6.5% | +4.9% | +0.5% |
| 3M | +9.3% | -2.0% | +11.2% | +9.7% |
| 6M | +14.6% | -20.2% | +34.8% | +22.8% |
| YTD | +4.7% | -21.0% | +25.7% | +12.4% |
| 1Y | +8.6% | -20.9% | +29.5% | +16.4% |
| All | +73.0% | -13.8% | +86.8% | +70.0% |
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 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