+228.3%
XLF vs OTIS
+91.8%
+136.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | -1.0% | -2.2% | +1.1% | -0.1% |
| 30D | -1.3% | -4.3% | +3.0% | +0.6% |
| 3M | +9.1% | -2.2% | +11.3% | +9.9% |
| 6M | +14.4% | -19.9% | +34.3% | +25.5% |
| YTD | +5.1% | -19.3% | +24.4% | +14.7% |
| 1Y | +8.6% | -19.6% | +28.2% | +18.5% |
| 3Y | +74.4% | -11.5% | +86.0% | +77.5% |
| 5Y | +64.4% | -16.8% | +81.1% | +68.7% |
| All | +228.3% | +91.8% | +136.5% | +148.6% |
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