+69.6%
OTIS vs ECL
+87.1%
-17.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.2% |
| 7D | -2.2% | -2.7% | +0.6% | -1.1% |
| 30D | -4.3% | -4.3% | 0.0% | -2.7% |
| 3M | -2.2% | +3.2% | -5.4% | -3.4% |
| 6M | -19.9% | -2.9% | -17.0% | -19.1% |
| YTD | -19.3% | +4.3% | -23.6% | -20.8% |
| 1Y | -19.6% | +1.6% | -21.2% | -20.5% |
| 3Y | -11.5% | +54.3% | -65.8% | -26.0% |
| 5Y | -16.8% | +26.5% | -43.3% | -27.4% |
| All | +69.6% | +87.1% | -17.5% | +30.9% |
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