+44.2%
XLU vs OTIS
-17.8%
+62.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.8% |
| 7D | -1.6% | -3.0% | +1.4% | -0.7% |
| 30D | -3.3% | -6.0% | +2.7% | -1.5% |
| 3M | -3.2% | -0.9% | -2.3% | -3.1% |
| 6M | -7.0% | -17.3% | +10.4% | -1.8% |
| YTD | +0.6% | -19.6% | +20.2% | +6.8% |
| 1Y | +2.4% | -21.0% | +23.5% | +9.2% |
| 3Y | +46.3% | -12.1% | +58.3% | +47.5% |
| All | +44.2% | -17.8% | +62.0% | +40.4% |
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