+270.3%
EMR vs OTIS
+87.9%
+182.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.2% |
| 7D | -1.2% | -5.0% | +3.8% | +1.5% |
| 30D | -9.4% | -6.5% | -2.9% | -6.3% |
| 3M | +8.6% | -2.0% | +10.5% | +9.4% |
| 6M | +6.7% | -20.2% | +26.9% | +19.6% |
| YTD | +13.1% | -21.0% | +34.0% | +27.1% |
| 1Y | +12.7% | -20.9% | +33.6% | +26.5% |
| 3Y | +58.1% | -13.3% | +71.4% | +66.0% |
| 5Y | +63.6% | -18.5% | +82.2% | +73.8% |
| All | +270.3% | +87.9% | +182.4% | +196.5% |
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 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