-11.8%
OTIS vs EMB
+30.5%
-42.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -4.3% | -0.3% | -4.1% | -4.0% |
| 3M | -2.2% | -0.3% | -1.9% | -1.8% |
| 6M | -19.9% | +0.7% | -20.7% | -20.5% |
| YTD | -19.3% | +1.3% | -20.6% | -20.3% |
| 1Y | -19.6% | +4.7% | -24.3% | -23.1% |
| All | -11.8% | +30.5% | -42.3% | -30.3% |
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 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