+69.1%
OTIS vs EFX
+45.1%
+24.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | -3.0% | -4.5% | +1.6% | -1.7% |
| 30D | -6.0% | -6.1% | +0.1% | -4.5% |
| 3M | -0.9% | +6.2% | -7.1% | -3.1% |
| 6M | -17.3% | -11.2% | -6.1% | -15.2% |
| YTD | -19.6% | -21.4% | +1.8% | -15.1% |
| 1Y | -21.0% | -34.3% | +13.3% | -12.2% |
| 3Y | -12.1% | -12.5% | +0.4% | -14.2% |
| 5Y | -17.1% | -35.6% | +18.5% | -13.3% |
| All | +69.1% | +45.1% | +24.0% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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