+114.0%
XYZ vs OTIS
+116.3%
-2.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.8% |
| 7D | +12.6% | +1.7% | +10.9% | +11.6% |
| 30D | +10.8% | +18.5% | -7.7% | -1.8% |
| 3M | +8.4% | +7.9% | +0.5% | +2.3% |
| 6M | +14.3% | +5.7% | +8.6% | +9.1% |
| YTD | +31.5% | -9.1% | +40.5% | +39.3% |
| 1Y | +28.1% | -11.6% | +39.7% | +38.6% |
| 3Y | +66.2% | +0.6% | +65.6% | +56.8% |
| 5Y | -62.3% | +1.8% | -64.2% | -64.7% |
| All | +114.0% | +116.3% | -2.3% | +73.1% |
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