+69.1%
OTIS vs ED
+45.3%
+23.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.9% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | -6.0% | -0.4% | -5.6% | -5.9% |
| 3M | -0.9% | +0.5% | -1.3% | -1.1% |
| 6M | -17.3% | -3.1% | -14.2% | -16.5% |
| YTD | -19.6% | +9.8% | -29.4% | -22.5% |
| 1Y | -21.0% | +12.6% | -33.6% | -24.7% |
| 3Y | -12.1% | +31.4% | -43.5% | -21.6% |
| 5Y | -17.1% | +69.4% | -86.5% | -34.1% |
| All | +69.1% | +45.3% | +23.8% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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