+74.2%
OTIS vs EAT
+2,882.1%
-2,807.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -0.7% | 0.0% | -0.8% | -0.7% |
| 30D | -2.0% | +1.9% | -3.9% | -2.3% |
| 3M | +2.6% | +68.7% | -66.1% | -3.9% |
| 6M | -20.9% | +66.9% | -87.8% | -26.1% |
| YTD | -17.1% | +60.4% | -77.5% | -22.3% |
| 1Y | -15.9% | +44.0% | -59.9% | -20.5% |
| 3Y | -12.7% | +604.7% | -617.4% | -35.3% |
| 5Y | -15.7% | +347.0% | -362.8% | -35.8% |
| All | +74.2% | +2,882.1% | -2,807.9% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling