-2.1%
OTIS vs EL
-65.5%
+63.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.1% |
| 7D | -3.0% | +2.7% | -5.6% | -3.5% |
| 30D | +14.0% | +10.8% | +3.2% | +11.6% |
| 3M | +4.9% | +26.5% | -21.5% | -0.3% |
| 6M | +5.4% | +31.1% | -25.8% | -0.9% |
| YTD | -10.2% | +6.6% | -16.8% | -13.2% |
| 1Y | -13.4% | +21.8% | -35.2% | -18.8% |
| 3Y | -0.7% | +1.8% | -2.5% | -8.0% |
| 5Y | -2.1% | -65.6% | +63.5% | +33.3% |
| All | -2.1% | -65.5% | +63.4% | +33.3% |
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 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