-11.8%
OTIS vs ENB
+76.5%
-88.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -2.2% | -0.3% | -1.8% | -2.1% |
| 30D | -4.3% | -1.1% | -3.3% | -4.1% |
| 3M | -2.2% | -8.5% | +6.3% | 0.0% |
| 6M | -19.9% | -4.5% | -15.4% | -19.2% |
| YTD | -19.3% | +9.1% | -28.4% | -22.2% |
| 1Y | -19.6% | +8.0% | -27.5% | -22.2% |
| All | -11.8% | +76.5% | -88.3% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling