-16.8%
OTIS vs ENB
+68.4%
-85.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -2.2% | -0.3% | -1.8% | -2.0% |
| 30D | -4.3% | -1.1% | -3.3% | -4.0% |
| 3M | -2.2% | -8.5% | +6.3% | +1.0% |
| 6M | -19.9% | -4.5% | -15.4% | -18.8% |
| YTD | -19.3% | +9.1% | -28.4% | -23.0% |
| 1Y | -19.6% | +8.0% | -27.5% | -23.0% |
| 3Y | -11.5% | +77.8% | -89.4% | -33.5% |
| 5Y | -16.8% | +69.4% | -86.1% | -37.2% |
| All | -16.8% | +68.4% | -85.2% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling