+447.3%
EWY vs OTIS
+91.8%
+355.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.8% |
| 7D | +6.7% | -2.2% | +8.8% | +7.4% |
| 30D | +17.0% | -4.3% | +21.3% | +18.4% |
| 3M | +3.7% | -2.2% | +5.8% | +4.0% |
| 6M | +42.5% | -19.9% | +62.4% | +52.3% |
| YTD | +96.2% | -19.3% | +115.6% | +108.7% |
| 1Y | +160.4% | -19.6% | +179.9% | +176.6% |
| 3Y | +231.7% | -11.5% | +243.2% | +235.7% |
| 5Y | +153.3% | -16.8% | +170.0% | +155.2% |
| All | +447.3% | +91.8% | +355.5% | +373.4% |
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 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