+74.2%
OTIS vs EMB
+50.0%
+24.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -2.0% | -0.3% | -1.7% | -1.7% |
| 3M | +2.6% | -0.4% | +3.0% | +3.0% |
| 6M | -20.9% | +0.1% | -21.0% | -20.9% |
| YTD | -17.1% | +1.6% | -18.7% | -18.2% |
| 1Y | -15.9% | +5.6% | -21.5% | -20.0% |
| 3Y | -12.7% | +29.8% | -42.6% | -31.0% |
| 5Y | -15.7% | +7.3% | -23.0% | -20.5% |
| All | +74.2% | +50.0% | +24.2% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling