-21.0%
OTIS vs EME
+21.8%
-42.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.8% |
| 7D | -3.0% | +3.5% | -6.5% | -2.9% |
| 30D | -6.0% | -6.3% | +0.3% | -6.1% |
| 3M | -0.9% | -3.8% | +2.9% | -0.4% |
| 6M | -17.3% | +8.5% | -25.8% | -16.9% |
| YTD | -19.6% | +27.8% | -47.4% | -20.2% |
| 1Y | -21.0% | +22.2% | -43.2% | -22.6% |
| All | -21.0% | +21.8% | -42.9% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling