+7.7%
OTIS vs ELF
+111.9%
-104.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.8% |
| 7D | -1.3% | +1.6% | -2.9% | -1.4% |
| 30D | +12.8% | +9.1% | +3.7% | +12.0% |
| 3M | +7.4% | +28.2% | -20.8% | +5.4% |
| 6M | +7.7% | +119.5% | -111.8% | +4.1% |
| All | +7.7% | +111.9% | -104.2% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling