+148.7%
XLK vs OTIS
-17.8%
+166.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.5% |
| 7D | +0.2% | -3.0% | +3.2% | +1.5% |
| 30D | -0.6% | -6.0% | +5.4% | +2.0% |
| 3M | +2.6% | -0.9% | +3.4% | +2.3% |
| 6M | +34.0% | -17.3% | +51.3% | +45.3% |
| YTD | +30.7% | -19.6% | +50.2% | +42.9% |
| 1Y | +39.2% | -21.0% | +60.2% | +53.3% |
| 3Y | +120.4% | -12.1% | +132.5% | +115.4% |
| All | +148.7% | -17.8% | +166.5% | +136.3% |
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