+43.6%
EEM vs OTIS
-19.0%
+62.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.1% | -1.5% |
| 7D | -0.7% | -5.0% | +4.3% | +1.0% |
| 30D | +2.4% | -6.5% | +8.9% | +4.7% |
| 3M | +4.2% | -2.0% | +6.1% | +4.4% |
| 6M | +14.8% | -20.2% | +35.0% | +23.6% |
| YTD | +23.1% | -21.0% | +44.1% | +32.7% |
| 1Y | +32.5% | -20.9% | +53.4% | +42.5% |
| 3Y | +85.9% | -13.3% | +99.2% | +87.7% |
| 5Y | +43.6% | -18.5% | +62.1% | +44.2% |
| All | +43.6% | -19.0% | +62.5% | +44.2% |
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