-68.9%
XYZ vs OTIS
-15.5%
-53.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | -1.0% | -0.7% | -0.2% | -0.2% |
| 30D | -1.7% | -2.0% | +0.3% | 0.0% |
| 3M | +16.7% | +2.6% | +14.2% | +12.8% |
| 6M | +26.9% | -20.9% | +47.8% | +60.0% |
| YTD | +27.1% | -17.1% | +44.3% | +51.2% |
| 1Y | +9.3% | -15.9% | +25.2% | +27.3% |
| 3Y | +42.3% | -12.7% | +55.0% | +40.2% |
| All | -68.9% | -15.5% | -53.4% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling