-20.9%
OTIS vs ELF
-31.2%
+10.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.8% |
| 7D | -5.0% | -10.8% | +5.8% | -4.3% |
| 30D | -6.5% | +0.8% | -7.3% | -6.5% |
| 3M | -2.0% | +64.8% | -66.7% | -4.9% |
| 6M | -20.2% | +19.0% | -39.2% | -21.6% |
| YTD | -21.0% | +25.9% | -46.9% | -22.4% |
| 1Y | -20.9% | -28.8% | +7.9% | -21.5% |
| All | -20.9% | -31.2% | +10.3% | -21.5% |
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