+74.2%
OTIS vs ED
+46.5%
+27.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.1% |
| 7D | -0.7% | -0.2% | -0.6% | -0.7% |
| 30D | -2.0% | -0.1% | -1.9% | -2.0% |
| 3M | +2.6% | +3.9% | -1.4% | +1.1% |
| 6M | -20.9% | -3.0% | -17.9% | -20.2% |
| YTD | -17.1% | +10.7% | -27.8% | -20.3% |
| 1Y | -15.9% | +13.3% | -29.2% | -20.0% |
| 3Y | -12.7% | +34.5% | -47.2% | -22.9% |
| 5Y | -15.7% | +67.1% | -82.9% | -32.6% |
| All | +74.2% | +46.5% | +27.8% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling