-10.1%
OTIS vs EL
+25.6%
-35.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.3% | -2.4% | +3.0% |
| 7D | +9.5% | +2.5% | +7.0% | +9.1% |
| 30D | +21.1% | +20.1% | +1.0% | +18.2% |
| 3M | +9.0% | +29.3% | -20.3% | +5.3% |
| 6M | +6.4% | +38.8% | -32.3% | +1.9% |
| YTD | -7.1% | +8.1% | -15.2% | -11.4% |
| 1Y | -10.1% | +22.3% | -32.5% | -14.3% |
| All | -10.1% | +25.6% | -35.8% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling