+441.4%
EWY vs OTIS
+91.3%
+350.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.5% | +2.7% |
| 7D | -0.1% | -3.0% | +2.9% | +0.9% |
| 30D | +7.3% | -6.0% | +13.3% | +9.3% |
| 3M | -5.1% | -0.9% | -4.3% | -5.3% |
| 6M | +42.1% | -17.3% | +59.4% | +50.3% |
| YTD | +94.1% | -19.6% | +113.7% | +106.7% |
| 1Y | +147.8% | -21.0% | +168.9% | +165.0% |
| 3Y | +222.9% | -12.1% | +235.0% | +227.6% |
| 5Y | +150.6% | -17.1% | +167.7% | +152.8% |
| All | +441.4% | +91.3% | +350.2% | +368.9% |
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 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