+86.3%
XLP vs OTIS
+97.1%
-10.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | -0.9% | -2.0% | +1.1% | -0.4% |
| 3M | +3.8% | +2.6% | +1.2% | +3.1% |
| 6M | -1.7% | -20.9% | +19.2% | +4.2% |
| YTD | +10.3% | -17.1% | +27.4% | +15.3% |
| 1Y | +7.8% | -15.9% | +23.7% | +12.2% |
| 3Y | +27.2% | -12.7% | +39.9% | +29.7% |
| 5Y | +32.5% | -15.7% | +48.3% | +33.6% |
| All | +86.3% | +97.1% | -10.8% | +58.9% |
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 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