-16.8%
OTIS vs ELF
+230.6%
-247.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.7% |
| 7D | -2.2% | -6.8% | +4.6% | -1.6% |
| 30D | -4.3% | +5.1% | -9.4% | -4.8% |
| 3M | -2.2% | +79.8% | -81.9% | -7.1% |
| 6M | -19.9% | +29.7% | -49.6% | -22.1% |
| YTD | -19.3% | +31.6% | -50.9% | -21.9% |
| 1Y | -19.6% | -27.9% | +8.3% | -18.8% |
| 3Y | -11.5% | -26.4% | +14.9% | -15.2% |
| 5Y | -16.8% | +235.6% | -252.4% | -48.7% |
| All | -16.8% | +230.6% | -247.4% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling