+64.3%
XLF vs OTIS
-17.8%
+82.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -0.1% |
| 7D | -1.5% | -3.0% | +1.5% | -0.1% |
| 30D | -1.2% | -6.0% | +4.9% | +1.6% |
| 3M | +9.2% | -0.9% | +10.1% | +9.3% |
| 6M | +16.3% | -17.3% | +33.7% | +26.2% |
| YTD | +5.4% | -19.6% | +25.0% | +15.5% |
| 1Y | +7.6% | -21.0% | +28.6% | +18.7% |
| 3Y | +74.2% | -12.1% | +86.3% | +74.8% |
| All | +64.3% | -17.8% | +82.0% | +62.8% |
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