+34.7%
EWZ vs OTIS
-18.7%
+53.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | -0.1% | -2.2% | +2.1% | +0.2% |
| 30D | +8.2% | -4.3% | +12.5% | +8.7% |
| 3M | +13.3% | -2.2% | +15.5% | +13.2% |
| 6M | +3.6% | -19.9% | +23.5% | +6.4% |
| YTD | +21.0% | -19.3% | +40.3% | +24.1% |
| 1Y | +34.7% | -19.6% | +54.2% | +37.7% |
| All | +34.7% | -18.7% | +53.4% | +37.7% |
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