+66.1%
OTIS vs EMB
+48.3%
+17.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.3% |
| 7D | -5.0% | -1.1% | -3.9% | -4.0% |
| 30D | -6.5% | -1.1% | -5.4% | -5.5% |
| 3M | -2.0% | -0.8% | -1.2% | -1.2% |
| 6M | -20.2% | -0.1% | -20.1% | -20.0% |
| YTD | -21.0% | +0.4% | -21.4% | -21.2% |
| 1Y | -20.9% | +3.3% | -24.1% | -23.1% |
| 3Y | -13.3% | +29.0% | -42.4% | -31.1% |
| 5Y | -18.5% | +6.3% | -24.9% | -22.5% |
| All | +66.1% | +48.3% | +17.8% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling