0.0%
EWZ vs OTIS
-13.3%
+13.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -2.0% |
| 7D | +0.1% | -3.0% | +3.0% | +0.4% |
| 30D | -25.9% | +14.0% | -39.8% | -27.1% |
| 3M | -6.1% | +4.9% | -11.1% | -7.2% |
| 6M | -16.1% | +5.4% | -21.5% | -17.1% |
| YTD | +1.0% | -10.2% | +11.2% | +1.6% |
| 1Y | 0.0% | -13.4% | +13.3% | +1.4% |
| All | 0.0% | -13.3% | +13.2% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling