+316.8%
EMR vs OTIS
+115.8%
+201.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | +2.8% | -1.3% | +4.1% | +3.5% |
| 30D | +3.7% | +12.8% | -9.1% | -2.8% |
| 3M | +2.0% | +7.4% | -5.3% | -2.1% |
| 6M | +22.1% | +7.7% | +14.4% | +16.8% |
| YTD | +27.2% | -9.3% | +36.5% | +32.6% |
| 1Y | +32.0% | -12.1% | +44.1% | +39.8% |
| 3Y | +103.3% | +0.6% | +102.6% | +96.6% |
| 5Y | +88.2% | -1.1% | +89.3% | +81.1% |
| All | +316.8% | +115.8% | +201.0% | +209.4% |
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 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