+468.7%
EWT vs OTIS
+91.8%
+376.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +2.1% | -2.2% | +4.3% | +2.7% |
| 30D | +9.4% | -4.3% | +13.7% | +10.5% |
| 3M | +10.9% | -2.2% | +13.0% | +11.2% |
| 6M | +57.9% | -19.9% | +77.8% | +66.7% |
| YTD | +75.9% | -19.3% | +95.2% | +85.0% |
| 1Y | +89.7% | -19.6% | +109.3% | +99.4% |
| 3Y | +200.9% | -11.5% | +212.4% | +205.0% |
| 5Y | +154.5% | -16.8% | +171.3% | +155.8% |
| All | +468.7% | +91.8% | +376.9% | +435.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling