+90.7%
OTIS vs ENB
+206.7%
-115.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -1.3% | +3.1% | -4.4% | -2.6% |
| 30D | +12.8% | +2.1% | +10.7% | +11.7% |
| 3M | +7.4% | -4.4% | +11.8% | +9.3% |
| 6M | +7.7% | -10.1% | +17.8% | +12.2% |
| YTD | -9.3% | +5.2% | -14.4% | -12.2% |
| 1Y | -12.1% | +4.2% | -16.3% | -14.6% |
| 3Y | +0.6% | +70.1% | -69.4% | -22.8% |
| 5Y | -1.1% | +59.4% | -60.5% | -22.3% |
| All | +90.7% | +206.7% | -115.9% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling