+115.7%
ELV vs OTIS
+91.8%
+23.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -2.2% | -2.2% | 0.0% | -1.6% |
| 30D | -0.2% | -4.3% | +4.1% | +1.0% |
| 3M | -6.1% | -2.2% | -3.9% | -5.8% |
| 6M | +42.8% | -19.9% | +62.7% | +51.3% |
| YTD | +14.4% | -19.3% | +33.7% | +20.6% |
| 1Y | +28.6% | -19.6% | +48.2% | +35.7% |
| 3Y | -7.4% | -11.5% | +4.1% | -6.6% |
| 5Y | +14.5% | -16.8% | +31.2% | +15.7% |
| All | +115.7% | +91.8% | +23.9% | +71.6% |
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