-15.9%
OTIS vs ED
+67.6%
-83.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | -4.7% | +1.1% | -5.8% | -5.1% |
| 3M | +1.2% | +4.6% | -3.4% | -0.3% |
| 6M | -20.5% | -2.0% | -18.6% | -20.1% |
| YTD | -18.4% | +11.7% | -30.1% | -21.5% |
| 1Y | -18.1% | +15.7% | -33.8% | -22.2% |
| 3Y | -10.6% | +34.4% | -44.9% | -19.5% |
| All | -15.9% | +67.6% | -83.4% | -28.0% |
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