-10.1%
OTIS vs EAT
+109.8%
-120.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.3% | -2.4% | +3.4% |
| 7D | +9.5% | -0.1% | +9.6% | +9.4% |
| 30D | +21.1% | +13.5% | +7.6% | +19.7% |
| 3M | +9.0% | +1.0% | +8.0% | +8.7% |
| 6M | +6.4% | +57.3% | -50.8% | +2.0% |
| YTD | -7.1% | +53.6% | -60.7% | -11.1% |
| 1Y | -10.1% | +110.8% | -120.9% | -16.3% |
| All | -10.1% | +109.8% | -120.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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