+60.2%
EMR vs OTIS
-11.0%
+71.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.4% |
| 7D | +3.1% | -0.8% | +3.8% | +3.4% |
| 30D | -3.5% | -4.7% | +1.2% | -1.2% |
| 3M | +9.8% | +1.2% | +8.5% | +8.8% |
| 6M | +10.8% | -20.5% | +31.3% | +23.6% |
| YTD | +15.9% | -18.4% | +34.4% | +27.4% |
| 1Y | +16.4% | -18.1% | +34.5% | +27.6% |
| All | +60.2% | -11.0% | +71.2% | +54.2% |
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