+592.3%
XOP vs OTIS
+91.3%
+501.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.6% |
| 7D | +2.6% | -3.0% | +5.6% | +3.8% |
| 30D | +9.6% | -6.0% | +15.6% | +12.1% |
| 3M | +20.4% | -0.9% | +21.2% | +20.0% |
| 6M | +19.9% | -17.3% | +37.2% | +28.2% |
| YTD | +56.4% | -19.6% | +76.0% | +68.7% |
| 1Y | +52.4% | -21.0% | +73.5% | +65.6% |
| 3Y | +39.9% | -12.1% | +52.0% | +40.3% |
| 5Y | +163.7% | -17.1% | +180.8% | +167.5% |
| All | +592.3% | +91.3% | +501.0% | +423.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling