+90.7%
OTIS vs ECL
+113.1%
-22.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.4% |
| 7D | -1.3% | +2.9% | -4.1% | -2.4% |
| 30D | +12.8% | +7.5% | +5.3% | +9.6% |
| 3M | +7.4% | +12.2% | -4.9% | +2.6% |
| 6M | +7.7% | +24.6% | -16.8% | -1.3% |
| YTD | -9.3% | +18.8% | -28.0% | -15.4% |
| 1Y | -12.1% | +19.3% | -31.4% | -18.2% |
| 3Y | +0.6% | +78.2% | -77.6% | -20.4% |
| 5Y | -1.1% | +38.8% | -39.9% | -17.0% |
| All | +90.7% | +113.1% | -22.4% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling