+66.1%
OTIS vs ENB
+205.8%
-139.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -0.4% |
| 7D | -5.0% | -4.6% | -0.5% | -3.2% |
| 30D | -6.5% | -5.2% | -1.3% | -4.4% |
| 3M | -2.0% | -13.4% | +11.4% | +3.9% |
| 6M | -20.2% | -7.8% | -12.4% | -17.8% |
| YTD | -21.0% | +4.9% | -25.9% | -23.4% |
| 1Y | -20.9% | +3.2% | -24.1% | -22.8% |
| 3Y | -13.3% | +71.0% | -84.3% | -33.7% |
| 5Y | -18.5% | +64.0% | -82.5% | -36.9% |
| All | +66.1% | +205.8% | -139.7% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling