+71.4%
OTIS vs ELF
+1,199.0%
-1,127.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -1.2% |
| 7D | -0.8% | -1.2% | +0.4% | -0.7% |
| 30D | -4.7% | +5.9% | -10.6% | -5.3% |
| 3M | +1.2% | +99.5% | -98.3% | -5.3% |
| 6M | -20.5% | +26.5% | -47.0% | -22.7% |
| YTD | -18.4% | +37.2% | -55.6% | -21.6% |
| 1Y | -18.1% | -24.4% | +6.3% | -17.6% |
| 3Y | -10.6% | -23.3% | +12.8% | -14.5% |
| 5Y | -16.1% | +245.2% | -261.3% | -40.3% |
| All | +71.4% | +1,199.0% | -1,127.6% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling