+66.1%
OTIS vs EIX
+58.8%
+7.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -5.0% | +0.8% | -5.8% | -5.3% |
| 30D | -6.5% | -18.8% | +12.3% | -2.5% |
| 3M | -2.0% | -19.7% | +17.7% | +2.3% |
| 6M | -20.2% | -18.2% | -1.9% | -17.3% |
| YTD | -21.0% | -1.7% | -19.2% | -22.8% |
| 1Y | -20.9% | +7.8% | -28.6% | -25.0% |
| 3Y | -13.3% | -5.6% | -7.7% | -16.4% |
| 5Y | -18.5% | +23.7% | -42.2% | -29.2% |
| All | +66.1% | +58.8% | +7.4% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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