+44.0%
XLP vs OTIS
-0.9%
+45.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | +2.5% | -1.3% | +3.8% | +2.9% |
| 30D | +7.3% | +12.8% | -5.5% | +3.4% |
| 3M | +8.1% | +7.4% | +0.7% | +5.7% |
| 6M | +10.5% | +7.7% | +2.8% | +7.8% |
| YTD | +21.2% | -9.3% | +30.4% | +24.0% |
| 1Y | +22.7% | -12.1% | +34.8% | +26.7% |
| 3Y | +44.8% | +0.6% | +44.2% | +40.0% |
| All | +44.0% | -0.9% | +45.0% | +34.5% |
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