+252.7%
XLI vs OTIS
+91.3%
+161.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.3% |
| 7D | -1.7% | -3.0% | +1.3% | -0.3% |
| 30D | -7.3% | -6.0% | -1.3% | -4.7% |
| 3M | -1.3% | -0.9% | -0.5% | -1.3% |
| 6M | +2.2% | -17.3% | +19.6% | +10.9% |
| YTD | +11.7% | -19.6% | +31.3% | +22.4% |
| 1Y | +14.3% | -21.0% | +35.3% | +26.1% |
| 3Y | +70.3% | -12.1% | +82.4% | +74.8% |
| 5Y | +82.3% | -17.1% | +99.4% | +88.3% |
| All | +252.7% | +91.3% | +161.5% | +179.8% |
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 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