-13.6%
OTIS vs EME
+237.6%
-251.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | -5.0% | +0.9% | -6.0% | -5.1% |
| 30D | -6.5% | -8.4% | +1.9% | -6.0% |
| 3M | -2.0% | -3.6% | +1.7% | -1.8% |
| 6M | -20.2% | +3.6% | -23.7% | -20.6% |
| YTD | -21.0% | +22.5% | -43.5% | -23.0% |
| 1Y | -20.9% | +18.2% | -39.0% | -23.0% |
| All | -13.6% | +237.6% | -251.3% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling