-16.8%
OTIS vs ECL
+25.4%
-42.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.1% |
| 7D | -2.2% | -2.7% | +0.6% | -0.9% |
| 30D | -4.3% | -4.3% | 0.0% | -2.4% |
| 3M | -2.2% | +3.2% | -5.4% | -3.7% |
| 6M | -19.9% | -2.9% | -17.0% | -19.0% |
| YTD | -19.3% | +4.3% | -23.6% | -21.1% |
| 1Y | -19.6% | +1.6% | -21.2% | -20.7% |
| 3Y | -11.5% | +54.3% | -65.8% | -28.9% |
| 5Y | -16.8% | +26.5% | -43.3% | -29.8% |
| All | -16.8% | +25.4% | -42.2% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling