+88.8%
OTIS vs ECL
+109.8%
-21.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | 0.0% |
| 7D | -3.0% | -0.5% | -2.5% | -2.8% |
| 30D | +14.0% | +6.6% | +7.4% | +11.1% |
| 3M | +4.9% | +9.6% | -4.7% | +1.2% |
| 6M | +5.4% | +21.6% | -16.2% | -2.5% |
| YTD | -10.2% | +16.9% | -27.1% | -15.7% |
| 1Y | -13.4% | +17.9% | -31.3% | -19.0% |
| 3Y | -0.7% | +76.5% | -77.2% | -21.1% |
| 5Y | -2.1% | +36.6% | -38.7% | -17.4% |
| All | +88.8% | +109.8% | -21.0% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling