+585.9%
XOP vs OTIS
+93.9%
+491.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.3% |
| 7D | +0.6% | -0.8% | +1.4% | +0.9% |
| 30D | +16.5% | -4.7% | +21.3% | +18.6% |
| 3M | +15.7% | +1.2% | +14.5% | +14.4% |
| 6M | +19.2% | -20.5% | +39.7% | +29.8% |
| YTD | +55.0% | -18.4% | +73.4% | +66.3% |
| 1Y | +54.2% | -18.1% | +72.3% | +64.9% |
| 3Y | +35.9% | -10.6% | +46.4% | +35.4% |
| 5Y | +162.4% | -16.1% | +178.5% | +165.1% |
| All | +585.9% | +93.9% | +491.9% | +415.6% |
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