+229.4%
XRT vs OTIS
+97.1%
+132.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +0.8% | -0.7% | +1.5% | +1.2% |
| 30D | -4.2% | -2.0% | -2.2% | -3.3% |
| 3M | +5.1% | +2.6% | +2.5% | +3.6% |
| 6M | +2.4% | -20.9% | +23.3% | +14.1% |
| YTD | +3.2% | -17.1% | +20.3% | +12.1% |
| 1Y | +1.5% | -15.9% | +17.4% | +9.4% |
| 3Y | +40.6% | -12.7% | +53.3% | +45.6% |
| 5Y | -1.0% | -15.7% | +14.7% | +0.9% |
| All | +229.4% | +97.1% | +132.3% | +175.9% |
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