+120.4%
XLK vs OTIS
-12.3%
+132.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.0% |
| 7D | +0.2% | -3.0% | +3.2% | +0.8% |
| 30D | -0.6% | -6.0% | +5.4% | +0.6% |
| 3M | +2.6% | -0.9% | +3.4% | +2.4% |
| 6M | +34.0% | -17.3% | +51.3% | +39.9% |
| YTD | +30.7% | -19.6% | +50.2% | +37.0% |
| 1Y | +39.2% | -21.0% | +60.2% | +46.6% |
| 3Y | +120.4% | -12.1% | +132.5% | +108.9% |
| All | +120.4% | -12.3% | +132.7% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling