+32.6%
ELAN vs OTIS
+91.3%
-58.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.4% |
| 7D | -5.4% | -3.0% | -2.5% | -3.9% |
| 30D | +4.7% | -6.0% | +10.7% | +8.1% |
| 3M | -3.7% | -0.9% | -2.8% | -3.5% |
| 6M | -1.2% | -17.3% | +16.1% | +8.8% |
| YTD | +2.4% | -19.6% | +21.9% | +13.9% |
| 1Y | +23.4% | -21.0% | +44.4% | +38.2% |
| 3Y | +96.7% | -12.1% | +108.8% | +104.7% |
| 5Y | -30.6% | -17.1% | -13.5% | -27.3% |
| All | +32.6% | +91.3% | -58.6% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling