+256.9%
XLI vs OTIS
+93.9%
+163.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.2% |
| 7D | +1.0% | -0.8% | +1.7% | +1.3% |
| 30D | -5.8% | -4.7% | -1.1% | -3.8% |
| 3M | +0.7% | +1.2% | -0.5% | -0.1% |
| 6M | +3.2% | -20.5% | +23.7% | +14.0% |
| YTD | +13.0% | -18.4% | +31.5% | +23.1% |
| 1Y | +16.8% | -18.1% | +34.9% | +26.7% |
| 3Y | +72.4% | -10.6% | +83.0% | +75.6% |
| 5Y | +82.8% | -16.1% | +98.9% | +87.8% |
| All | +256.9% | +93.9% | +163.0% | +181.4% |
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