+66.1%
OTIS vs ELF
+1,092.5%
-1,026.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.6% |
| 7D | -5.0% | -10.8% | +5.8% | -4.0% |
| 30D | -6.5% | +0.8% | -7.3% | -6.6% |
| 3M | -2.0% | +64.8% | -66.7% | -6.6% |
| 6M | -20.2% | +19.0% | -39.2% | -21.9% |
| YTD | -21.0% | +25.9% | -46.9% | -23.4% |
| 1Y | -20.9% | -28.8% | +7.9% | -20.0% |
| 3Y | -13.3% | -29.6% | +16.3% | -16.5% |
| 5Y | -18.5% | +216.2% | -234.8% | -41.6% |
| All | +66.1% | +1,092.5% | -1,026.4% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling