-0.4%
OTIS vs EMB
+30.1%
-30.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.4% |
| 7D | -3.0% | -0.7% | -2.3% | -2.2% |
| 30D | +14.0% | +0.5% | +13.4% | +13.4% |
| 3M | +4.9% | -2.5% | +7.4% | +7.8% |
| 6M | +5.4% | -2.0% | +7.4% | +7.8% |
| YTD | -10.2% | -0.9% | -9.3% | -9.2% |
| 1Y | -13.4% | -0.3% | -13.1% | -13.0% |
| All | -0.4% | +30.1% | -30.5% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling