-12.1%
OTIS vs EOSE
+42.6%
-54.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.8% |
| 7D | -3.0% | +1.8% | -4.8% | -3.0% |
| 30D | -6.0% | -6.8% | +0.8% | -6.0% |
| 3M | -0.9% | -36.3% | +35.4% | -0.4% |
| 6M | -17.3% | -38.8% | +21.4% | -17.2% |
| YTD | -19.6% | -65.5% | +46.0% | -19.1% |
| 1Y | -21.0% | -45.3% | +24.3% | -21.9% |
| 3Y | -12.1% | +44.2% | -56.2% | -16.3% |
| All | -12.1% | +42.6% | -54.7% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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