+47.6%
XOP vs OTIS
-14.9%
+62.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.9% |
| 7D | +2.6% | -0.7% | +3.3% | +2.4% |
| 30D | +15.4% | -2.0% | +17.4% | +14.9% |
| 3M | +12.1% | +2.6% | +9.5% | +12.8% |
| 6M | +19.7% | -20.9% | +40.6% | +20.6% |
| YTD | +52.4% | -17.1% | +69.5% | +51.6% |
| 1Y | +47.6% | -15.9% | +63.5% | +49.3% |
| All | +47.6% | -14.9% | +62.5% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling