+19.3%
ETN vs OTIS
-14.9%
+34.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.5% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | -7.9% | -2.0% | -5.9% | -7.6% |
| 3M | -1.6% | +2.6% | -4.2% | -2.6% |
| 6M | +16.9% | -20.9% | +37.8% | +21.7% |
| YTD | +30.1% | -17.1% | +47.2% | +34.1% |
| 1Y | +19.3% | -15.9% | +35.2% | +28.0% |
| All | +19.3% | -14.9% | +34.2% | +28.0% |
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