+74.2%
OTIS vs EIX
+58.8%
+15.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -0.7% | -19.1% | +18.4% | +3.8% |
| 30D | -2.0% | -16.9% | +14.9% | +1.5% |
| 3M | +2.6% | -20.0% | +22.6% | +7.1% |
| 6M | -20.9% | -21.3% | +0.4% | -17.1% |
| YTD | -17.1% | -1.7% | -15.4% | -19.0% |
| 1Y | -15.9% | +9.6% | -25.5% | -20.7% |
| 3Y | -12.7% | -3.7% | -9.1% | -16.4% |
| 5Y | -15.7% | +22.6% | -38.3% | -26.6% |
| All | +74.2% | +58.8% | +15.4% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling