-11.8%
OTIS vs EIX
-4.8%
-7.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.6% |
| 7D | -2.2% | +4.1% | -6.2% | -2.8% |
| 30D | -4.3% | -15.3% | +11.0% | -2.4% |
| 3M | -2.2% | -18.4% | +16.3% | +0.3% |
| 6M | -19.9% | -16.8% | -3.1% | -18.3% |
| YTD | -19.3% | -0.6% | -18.8% | -21.2% |
| 1Y | -19.6% | +10.7% | -30.2% | -23.4% |
| All | -11.8% | -4.8% | -7.1% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling