+20.1%
OTIS vs EOSE
-60.2%
+80.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.8% | -1.9% |
| 7D | -5.0% | +14.0% | -19.0% | -5.4% |
| 30D | -6.5% | -5.9% | -0.6% | -6.5% |
| 3M | -2.0% | -34.3% | +32.3% | -1.1% |
| 6M | -20.2% | -37.8% | +17.6% | -19.8% |
| YTD | -21.0% | -65.2% | +44.2% | -19.8% |
| 1Y | -20.9% | -41.9% | +21.1% | -21.8% |
| 3Y | -13.3% | +44.6% | -57.9% | -20.7% |
| 5Y | -18.5% | -69.2% | +50.7% | -29.2% |
| All | +20.1% | -60.2% | +80.3% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling