+151.4%
EWJ vs OTIS
+91.3%
+60.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.8% |
| 7D | +0.3% | -3.0% | +3.2% | +1.0% |
| 30D | +0.8% | -6.0% | +6.8% | +2.3% |
| 3M | +7.5% | -0.9% | +8.4% | +7.5% |
| 6M | +15.6% | -17.3% | +32.9% | +20.9% |
| YTD | +22.7% | -19.6% | +42.3% | +29.0% |
| 1Y | +26.4% | -21.0% | +47.4% | +33.3% |
| 3Y | +72.5% | -12.1% | +84.6% | +74.7% |
| 5Y | +52.4% | -17.1% | +69.5% | +53.2% |
| All | +151.4% | +91.3% | +60.2% | +127.5% |
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