+171.8%
EFA vs OTIS
+91.8%
+80.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -0.5% | -2.2% | +1.7% | +0.2% |
| 30D | -1.3% | -4.3% | +3.0% | +0.1% |
| 3M | +5.2% | -2.2% | +7.4% | +5.7% |
| 6M | +9.4% | -19.9% | +29.3% | +17.3% |
| YTD | +12.7% | -19.3% | +32.1% | +20.3% |
| 1Y | +19.3% | -19.6% | +38.8% | +27.3% |
| 3Y | +66.3% | -11.5% | +77.9% | +69.2% |
| 5Y | +53.4% | -16.8% | +70.1% | +55.5% |
| All | +171.8% | +91.8% | +80.0% | +133.2% |
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 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