-16.8%
OTIS vs EIX
+24.3%
-41.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.4% |
| 7D | -2.2% | +4.1% | -6.2% | -3.1% |
| 30D | -4.3% | -15.3% | +11.0% | -1.8% |
| 3M | -2.2% | -18.4% | +16.3% | +1.2% |
| 6M | -19.9% | -16.8% | -3.1% | -17.7% |
| YTD | -19.3% | -0.6% | -18.8% | -21.5% |
| 1Y | -19.6% | +10.7% | -30.2% | -24.3% |
| 3Y | -11.5% | -4.5% | -7.1% | -15.4% |
| 5Y | -16.8% | +24.0% | -40.8% | -28.4% |
| All | -16.8% | +24.3% | -41.0% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling