+89.6%
OTIS vs ECL
+112.1%
-22.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -2.9% | -2.3% | -0.6% | -2.0% |
| 30D | +16.1% | +8.3% | +7.8% | +12.5% |
| 3M | +6.7% | +8.4% | -1.7% | +3.3% |
| 6M | +6.0% | +23.3% | -17.3% | -2.5% |
| YTD | -9.8% | +18.2% | -28.0% | -15.7% |
| 1Y | -12.3% | +18.8% | -31.1% | -18.3% |
| 3Y | -0.2% | +78.5% | -78.7% | -21.1% |
| 5Y | +1.0% | +40.1% | -39.1% | -15.5% |
| All | +89.6% | +112.1% | -22.5% | +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 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