-18.5%
OTIS vs EAT
+308.2%
-326.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -5.0% | -6.2% | +1.2% | -4.3% |
| 30D | -6.5% | -3.0% | -3.5% | -6.3% |
| 3M | -2.0% | +45.6% | -47.6% | -6.5% |
| 6M | -20.2% | +53.5% | -73.7% | -24.7% |
| YTD | -21.0% | +49.6% | -70.6% | -25.4% |
| 1Y | -20.9% | +38.9% | -59.8% | -24.8% |
| 3Y | -13.3% | +589.7% | -603.0% | -38.9% |
| 5Y | -18.5% | +318.7% | -337.2% | -41.3% |
| All | -18.5% | +308.2% | -326.7% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling