+529.0%
ETN vs OTIS
+87.9%
+441.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -0.4% |
| 7D | +3.0% | -5.0% | +8.1% | +5.8% |
| 30D | -10.9% | -6.5% | -4.4% | -7.9% |
| 3M | +9.2% | -2.0% | +11.2% | +9.6% |
| 6M | +13.9% | -20.2% | +34.1% | +27.2% |
| YTD | +29.5% | -21.0% | +50.5% | +44.8% |
| 1Y | +14.2% | -20.9% | +35.1% | +27.4% |
| 3Y | +79.9% | -13.3% | +93.2% | +84.1% |
| 5Y | +175.7% | -18.5% | +194.2% | +187.5% |
| All | +529.0% | +87.9% | +441.1% | +359.8% |
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