+100.2%
XLU vs OTIS
+87.9%
+12.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.4% |
| 7D | -1.2% | -5.0% | +3.8% | +0.4% |
| 30D | -2.5% | -6.5% | +3.9% | -0.6% |
| 3M | -2.7% | -2.0% | -0.8% | -2.3% |
| 6M | -7.5% | -20.2% | +12.7% | -1.3% |
| YTD | +0.9% | -21.0% | +21.9% | +7.8% |
| 1Y | +3.3% | -20.9% | +24.2% | +10.1% |
| 3Y | +47.3% | -13.3% | +60.6% | +50.3% |
| 5Y | +44.4% | -18.5% | +62.9% | +47.5% |
| All | +100.2% | +87.9% | +12.2% | +58.8% |
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