+18.2%
EWJ vs OTIS
-9.8%
+28.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.5% | +1.1% |
| 7D | -1.2% | +9.5% | -10.7% | -1.9% |
| 30D | -5.5% | +21.1% | -26.6% | -7.2% |
| 3M | -0.8% | +9.0% | -9.8% | -1.3% |
| 6M | +7.1% | +6.4% | +0.7% | +6.9% |
| YTD | +16.9% | -7.1% | +24.0% | +17.4% |
| 1Y | +18.2% | -10.1% | +28.3% | +19.7% |
| All | +18.2% | -9.8% | +28.0% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling