-10.1%
OTIS vs ELF
-3.2%
-6.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +3.7% |
| 7D | +9.5% | -1.5% | +11.0% | +9.6% |
| 30D | +21.1% | +9.5% | +11.6% | +20.4% |
| 3M | +9.0% | +29.4% | -20.4% | +7.2% |
| 6M | +6.4% | +83.7% | -77.3% | +2.4% |
| YTD | -7.1% | +49.4% | -56.6% | -9.8% |
| 1Y | -10.1% | -3.9% | -6.2% | -12.7% |
| All | -10.1% | -3.2% | -6.9% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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