+71.4%
OTIS vs EFX
+47.4%
+24.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.7% |
| 7D | -0.8% | -7.8% | +7.1% | +1.5% |
| 30D | -4.7% | -5.7% | +1.0% | -3.3% |
| 3M | +1.2% | +2.5% | -1.3% | 0.0% |
| 6M | -20.5% | -16.7% | -3.8% | -17.0% |
| YTD | -18.4% | -20.2% | +1.7% | -14.3% |
| 1Y | -18.1% | -31.4% | +13.3% | -10.2% |
| 3Y | -10.6% | -10.5% | -0.1% | -13.4% |
| 5Y | -16.1% | -35.2% | +19.1% | -12.5% |
| All | +71.4% | +47.4% | +24.1% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling