-14.8%
EQT vs OTIS
-18.6%
+3.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.4% |
| 7D | -2.0% | -3.0% | +1.0% | -2.4% |
| 30D | 0.0% | -6.0% | +6.0% | -0.9% |
| 3M | +5.9% | -0.9% | +6.8% | +5.6% |
| 6M | -14.8% | -17.3% | +2.5% | -15.1% |
| All | -14.8% | -18.6% | +3.8% | -15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling