-27.0%
ETHA vs OTIS
-27.4%
+0.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.5% | +2.5% |
| 7D | +3.5% | -3.0% | +6.4% | +4.7% |
| 30D | +35.3% | -6.0% | +41.3% | +38.7% |
| 3M | +50.9% | -0.9% | +51.7% | +50.9% |
| 6M | +22.1% | -17.3% | +39.4% | +32.4% |
| YTD | -14.6% | -19.6% | +5.0% | -7.0% |
| 1Y | -42.8% | -21.0% | -21.8% | -37.0% |
| All | -27.0% | -27.4% | +0.4% | -22.6% |
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