-16.8%
OTIS vs EL
-68.4%
+51.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.5% |
| 7D | -2.2% | -2.4% | +0.2% | -1.7% |
| 30D | -4.3% | +13.7% | -18.0% | -7.0% |
| 3M | -2.2% | +14.5% | -16.7% | -5.2% |
| 6M | -19.9% | +7.4% | -27.3% | -21.8% |
| YTD | -19.3% | -4.7% | -14.6% | -20.1% |
| 1Y | -19.6% | +12.9% | -32.5% | -23.7% |
| 3Y | -11.5% | -32.2% | +20.7% | -7.8% |
| 5Y | -16.8% | -68.4% | +51.6% | +15.2% |
| All | -16.8% | -68.4% | +51.6% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling