+40.3%
EW vs OTIS
+91.3%
-50.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.5% | -3.4% |
| 7D | -6.2% | -3.0% | -3.2% | -5.2% |
| 30D | -9.3% | -6.0% | -3.3% | -7.4% |
| 3M | -1.6% | -0.9% | -0.7% | -1.5% |
| 6M | -0.8% | -17.3% | +16.5% | +5.4% |
| YTD | -1.0% | -19.6% | +18.5% | +6.0% |
| 1Y | +8.2% | -21.0% | +29.2% | +16.4% |
| 3Y | +12.7% | -12.1% | +24.8% | +13.3% |
| 5Y | -30.2% | -17.1% | -13.1% | -29.9% |
| All | +40.3% | +91.3% | -50.9% | +13.4% |
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