+1.8%
OTIS vs ED
+82.5%
-80.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +1.7% | +2.1% | -0.4% | +1.0% |
| 30D | +18.5% | +12.4% | +6.0% | +13.9% |
| 3M | +7.9% | +13.1% | -5.3% | +3.4% |
| 6M | +5.7% | +14.1% | -8.4% | +1.0% |
| YTD | -9.1% | +23.1% | -32.1% | -15.4% |
| 1Y | -11.6% | +25.4% | -37.0% | -18.3% |
| 3Y | +0.6% | +47.9% | -47.3% | -12.7% |
| All | +1.8% | +82.5% | -80.7% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling