+32.6%
XYZ vs OTIS
-11.3%
+43.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +14.9% | +0.5% | +14.4% | +14.6% |
| 30D | +14.7% | +19.4% | -4.8% | +7.6% |
| 3M | +12.1% | +7.1% | +5.0% | +9.6% |
| 6M | +18.3% | +6.6% | +11.8% | +16.0% |
| YTD | +36.1% | -8.3% | +44.4% | +44.2% |
| All | +32.6% | -11.3% | +43.9% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling