+74.2%
OTIS vs ENB
+217.7%
-143.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -2.0% | -2.2% | +0.2% | -1.1% |
| 3M | +2.6% | -10.5% | +13.1% | +7.2% |
| 6M | -20.9% | -5.1% | -15.9% | -19.5% |
| YTD | -17.1% | +9.0% | -26.1% | -20.9% |
| 1Y | -15.9% | +8.2% | -24.1% | -19.6% |
| 3Y | -12.7% | +67.8% | -80.5% | -32.6% |
| 5Y | -15.7% | +69.4% | -85.1% | -35.6% |
| All | +74.2% | +217.7% | -143.4% | -2.0% |
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 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