+78.2%
EW vs OTIS
+115.8%
-37.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +0.9% |
| 7D | +4.9% | -1.3% | +6.2% | +5.4% |
| 30D | +23.9% | +12.8% | +11.2% | +18.9% |
| 3M | +15.8% | +7.4% | +8.4% | +12.8% |
| 6M | +31.7% | +7.7% | +23.9% | +27.9% |
| YTD | +25.7% | -9.3% | +35.0% | +29.0% |
| 1Y | +24.4% | -12.1% | +36.5% | +29.1% |
| 3Y | +65.9% | +0.6% | +65.2% | +59.0% |
| 5Y | -7.6% | -1.1% | -6.5% | -12.4% |
| All | +78.2% | +115.8% | -37.5% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling