+63.8%
EW vs OTIS
0.0%
+63.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +6.5% | -2.9% | +9.4% | +7.1% |
| 30D | +22.5% | +16.1% | +6.4% | +18.8% |
| 3M | +13.0% | +6.7% | +6.2% | +11.3% |
| 6M | +37.1% | +6.0% | +31.1% | +35.2% |
| YTD | +24.1% | -9.8% | +33.9% | +25.4% |
| 1Y | +24.2% | -12.3% | +36.6% | +26.2% |
| All | +63.8% | 0.0% | +63.8% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling