-24.8%
ETHA vs OTIS
-9.8%
-15.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.9% | +1.9% | +5.5% |
| 7D | +2.1% | +9.5% | -7.4% | +1.8% |
| 30D | -10.7% | +21.1% | -31.8% | -11.8% |
| 3M | +29.0% | +9.0% | +19.9% | +28.2% |
| 6M | +2.7% | +6.4% | -3.7% | +2.2% |
| YTD | -18.7% | -7.1% | -11.5% | -19.6% |
| 1Y | -24.8% | -10.1% | -14.7% | -27.4% |
| All | -24.8% | -9.8% | -15.1% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling