+148.7%
EWY vs OTIS
-17.8%
+166.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.5% | +2.6% |
| 7D | -0.1% | -3.0% | +2.9% | +1.0% |
| 30D | +7.3% | -6.0% | +13.3% | +9.6% |
| 3M | -5.1% | -0.9% | -4.3% | -5.3% |
| 6M | +42.1% | -17.3% | +59.4% | +52.1% |
| YTD | +94.1% | -19.6% | +113.7% | +109.5% |
| 1Y | +147.8% | -21.0% | +168.9% | +168.8% |
| 3Y | +222.9% | -12.1% | +235.0% | +221.1% |
| All | +148.7% | -17.8% | +166.5% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling