-29.2%
ETHA vs OTIS
-27.2%
-2.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.3% |
| 7D | +2.9% | -2.2% | +5.1% | +3.9% |
| 30D | +31.4% | -4.3% | +35.7% | +33.7% |
| 3M | +48.9% | -2.2% | +51.1% | +49.8% |
| 6M | +20.9% | -19.9% | +40.8% | +32.9% |
| YTD | -17.2% | -19.3% | +2.2% | -9.9% |
| 1Y | -42.8% | -19.6% | -23.2% | -37.6% |
| All | -29.2% | -27.2% | -2.0% | -25.1% |
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 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