+80.4%
XLI vs OTIS
-19.0%
+99.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.3% |
| 7D | -2.3% | -5.0% | +2.7% | +0.1% |
| 30D | -8.2% | -6.5% | -1.7% | -5.2% |
| 3M | +0.8% | -2.0% | +2.7% | +1.4% |
| 6M | +0.8% | -20.2% | +21.0% | +12.0% |
| YTD | +10.5% | -21.0% | +31.5% | +22.9% |
| 1Y | +14.1% | -20.9% | +35.0% | +26.6% |
| 3Y | +68.6% | -13.3% | +81.9% | +71.2% |
| 5Y | +80.4% | -18.5% | +98.9% | +80.3% |
| All | +80.4% | -19.0% | +99.4% | +80.3% |
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