+69.1%
OTIS vs EQH
+464.5%
-395.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.4% |
| 7D | -3.0% | +0.7% | -3.7% | -3.1% |
| 30D | -6.0% | +2.8% | -8.9% | -6.8% |
| 3M | -0.9% | +23.1% | -24.0% | -6.5% |
| 6M | -17.3% | +41.4% | -58.7% | -25.2% |
| YTD | -19.6% | +14.3% | -33.8% | -23.2% |
| 1Y | -21.0% | +1.6% | -22.6% | -22.3% |
| 3Y | -12.1% | +102.7% | -114.8% | -31.1% |
| 5Y | -17.1% | +104.5% | -121.6% | -36.1% |
| All | +69.1% | +464.5% | -395.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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