+123.4%
XLV vs OTIS
+91.3%
+32.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.7% |
| 7D | -3.6% | -3.0% | -0.6% | -2.7% |
| 30D | -1.8% | -6.0% | +4.2% | -0.1% |
| 3M | +7.8% | -0.9% | +8.7% | +7.9% |
| 6M | +9.1% | -17.3% | +26.4% | +14.8% |
| YTD | +7.7% | -19.6% | +27.3% | +14.0% |
| 1Y | +20.4% | -21.0% | +41.4% | +28.0% |
| 3Y | +30.8% | -12.1% | +42.9% | +33.1% |
| 5Y | +34.6% | -17.1% | +51.7% | +36.4% |
| All | +123.4% | +91.3% | +32.2% | +89.1% |
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