+96.7%
ELAN vs OTIS
-12.3%
+108.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.6% |
| 6M | -1.2% | -17.3% | +16.1% | +8.6% |
| YTD | +2.4% | -19.6% | +21.9% | +13.5% |
| 1Y | +23.4% | -21.0% | +44.4% | +37.8% |
| 3Y | +96.7% | -12.1% | +108.8% | +68.5% |
| All | +96.7% | -12.3% | +108.9% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling