+121.4%
XYZ vs OTIS
+118.0%
+3.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.8% |
| 7D | +14.9% | +0.5% | +14.4% | +14.8% |
| 30D | +14.7% | +19.4% | -4.8% | +1.0% |
| 3M | +12.1% | +7.1% | +5.0% | +6.4% |
| 6M | +18.3% | +6.6% | +11.8% | +12.2% |
| YTD | +36.1% | -8.3% | +44.4% | +43.3% |
| 1Y | +35.3% | -11.6% | +46.9% | +46.4% |
| 3Y | +73.5% | +3.1% | +70.4% | +60.4% |
| 5Y | -61.6% | +2.5% | -64.1% | -64.3% |
| All | +121.4% | +118.0% | +3.4% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling