+90.7%
OTIS vs EAT
+2,469.0%
-2,378.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +1.0% |
| 7D | -1.3% | -4.0% | +2.7% | -0.8% |
| 30D | +12.8% | -2.9% | +15.7% | +13.0% |
| 3M | +7.4% | -16.9% | +24.3% | +9.4% |
| 6M | +7.7% | +57.0% | -49.2% | +1.4% |
| YTD | -9.3% | +38.2% | -47.5% | -13.7% |
| 1Y | -12.1% | +69.3% | -81.4% | -18.6% |
| 3Y | +0.6% | +483.0% | -482.3% | -23.7% |
| 5Y | -1.1% | +364.1% | -365.2% | -25.0% |
| All | +90.7% | +2,469.0% | -2,378.3% | +23.5% |
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