+100.2%
XYZ vs OTIS
+93.9%
+6.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.0% |
| 7D | +2.9% | -0.8% | +3.6% | +3.5% |
| 30D | +1.4% | -4.7% | +6.1% | +4.9% |
| 3M | +14.6% | +1.2% | +13.3% | +13.1% |
| 6M | +20.8% | -20.5% | +41.3% | +41.9% |
| YTD | +23.1% | -18.4% | +41.5% | +41.3% |
| 1Y | +5.6% | -18.1% | +23.7% | +20.7% |
| 3Y | +50.9% | -10.6% | +61.5% | +55.8% |
| 5Y | -68.6% | -16.1% | -52.5% | -67.4% |
| All | +100.2% | +93.9% | +6.3% | +75.7% |
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