+163.9%
XLY vs OTIS
+91.3%
+72.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.2% |
| 7D | -1.7% | -3.0% | +1.3% | -0.5% |
| 30D | -4.2% | -6.0% | +1.8% | -1.8% |
| 3M | -2.7% | -0.9% | -1.8% | -2.6% |
| 6M | -0.6% | -17.3% | +16.7% | +7.0% |
| YTD | -5.0% | -19.6% | +14.5% | +3.1% |
| 1Y | -4.1% | -21.0% | +16.9% | +4.8% |
| 3Y | +33.6% | -12.1% | +45.7% | +36.8% |
| 5Y | +28.7% | -17.1% | +45.8% | +30.6% |
| All | +163.9% | +91.3% | +72.6% | +130.2% |
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