-21.0%
OTIS vs EFX
-30.9%
+9.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -3.0% | -4.5% | +1.6% | -2.1% |
| 30D | -6.0% | -6.1% | +0.1% | -5.0% |
| 3M | -0.9% | +6.2% | -7.1% | -1.8% |
| 6M | -17.3% | -11.2% | -6.1% | -16.3% |
| YTD | -19.6% | -21.4% | +1.8% | -17.9% |
| 1Y | -21.0% | -34.3% | +13.3% | -18.9% |
| All | -21.0% | -30.9% | +9.9% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling