+49.5%
EWZ vs OTIS
-10.2%
+59.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +6.5% | -0.7% | +7.2% | +6.7% |
| 30D | +4.8% | -2.0% | +6.8% | +5.3% |
| 3M | +9.9% | +2.6% | +7.3% | +8.9% |
| 6M | +1.9% | -20.9% | +22.9% | +7.7% |
| YTD | +20.3% | -17.1% | +37.4% | +25.4% |
| 1Y | +35.6% | -15.9% | +51.5% | +40.6% |
| All | +49.5% | -10.2% | +59.8% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling