+23.4%
ELAN vs OTIS
-19.7%
+43.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.5% |
| 7D | -5.4% | -3.0% | -2.5% | -4.0% |
| 30D | +4.7% | -6.0% | +10.7% | +7.8% |
| 3M | -3.7% | -0.9% | -2.8% | -3.8% |
| 6M | -1.2% | -17.3% | +16.1% | +5.3% |
| YTD | +2.4% | -19.6% | +21.9% | +9.5% |
| 1Y | +23.4% | -21.0% | +44.4% | +29.7% |
| All | +23.4% | -19.7% | +43.1% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling