+190.4%
ETN vs OTIS
-17.8%
+208.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.0% |
| 7D | +3.5% | -3.0% | +6.5% | +5.1% |
| 30D | -7.5% | -6.0% | -1.5% | -4.6% |
| 3M | +8.3% | -0.9% | +9.2% | +8.0% |
| 6M | +20.2% | -17.3% | +37.5% | +32.0% |
| YTD | +34.7% | -19.6% | +54.2% | +49.5% |
| 1Y | +19.4% | -21.0% | +40.5% | +33.8% |
| 3Y | +85.5% | -12.1% | +97.6% | +83.5% |
| All | +190.4% | -17.8% | +208.2% | +183.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling