+5.2%
XYZ vs OTIS
-18.7%
+23.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -3.7% | -2.2% | -1.6% | -2.8% |
| 30D | +0.5% | -4.3% | +4.9% | +2.3% |
| 3M | +16.3% | -2.2% | +18.4% | +17.1% |
| 6M | +21.1% | -19.9% | +41.0% | +34.1% |
| YTD | +22.0% | -19.3% | +41.3% | +35.0% |
| 1Y | +5.2% | -19.6% | +24.7% | +17.6% |
| All | +5.2% | -18.7% | +23.9% | +17.6% |
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