+85.1%
XLP vs OTIS
+93.9%
-8.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.2% |
| 7D | -1.4% | -0.8% | -0.7% | -1.2% |
| 30D | -1.3% | -4.7% | +3.4% | 0.0% |
| 3M | +1.8% | +1.2% | +0.6% | +1.5% |
| 6M | -0.8% | -20.5% | +19.7% | +5.0% |
| YTD | +9.5% | -18.4% | +28.0% | +15.0% |
| 1Y | +7.2% | -18.1% | +25.3% | +12.3% |
| 3Y | +27.1% | -10.6% | +37.7% | +28.8% |
| 5Y | +32.0% | -16.1% | +48.1% | +33.3% |
| All | +85.1% | +93.9% | -8.8% | +58.6% |
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