+90.7%
OTIS vs ELF
+1,369.2%
-1,278.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.7% |
| 7D | -1.3% | +1.6% | -2.9% | -1.4% |
| 30D | +12.8% | +9.1% | +3.7% | +11.8% |
| 3M | +7.4% | +28.2% | -20.8% | +4.8% |
| 6M | +7.7% | +119.5% | -111.8% | -0.3% |
| YTD | -9.3% | +55.2% | -64.4% | -13.8% |
| 1Y | -12.1% | +58.6% | -70.7% | -16.8% |
| 3Y | +0.6% | +21.3% | -20.6% | -9.2% |
| 5Y | -1.1% | +276.2% | -277.3% | -30.0% |
| All | +90.7% | +1,369.2% | -1,278.5% | +23.5% |
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 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