-0.7%
XRT vs OTIS
-14.6%
+13.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.2% |
| 7D | -0.3% | -0.8% | +0.5% | +0.2% |
| 30D | -5.6% | -4.7% | -0.9% | -3.0% |
| 3M | +2.5% | +1.2% | +1.3% | +1.5% |
| 6M | +3.7% | -20.5% | +24.2% | +18.1% |
| YTD | +1.0% | -18.4% | +19.4% | +12.8% |
| 1Y | -1.2% | -18.1% | +16.9% | +9.9% |
| 3Y | +43.4% | -10.6% | +53.9% | +42.2% |
| 5Y | -0.7% | -16.1% | +15.3% | -5.0% |
| All | -0.7% | -14.6% | +13.9% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling