+65.8%
EMR vs OTIS
-17.1%
+82.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | +0.9% | -2.2% | +3.1% | +2.2% |
| 30D | -5.0% | -4.3% | -0.6% | -2.6% |
| 3M | +5.9% | -2.2% | +8.1% | +7.0% |
| 6M | +7.3% | -19.9% | +27.2% | +21.3% |
| YTD | +14.6% | -19.3% | +33.9% | +28.6% |
| 1Y | +15.6% | -19.6% | +35.2% | +29.9% |
| 3Y | +60.2% | -11.5% | +71.7% | +63.9% |
| 5Y | +65.8% | -16.8% | +82.6% | +71.4% |
| All | +65.8% | -17.1% | +82.9% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling