+69.1%
OTIS vs EQX
+133.2%
-64.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.1% | +1.7% |
| 7D | -3.0% | -3.2% | +0.2% | -2.8% |
| 30D | -6.0% | +7.8% | -13.8% | -6.5% |
| 3M | -0.9% | +21.3% | -22.2% | -2.2% |
| 6M | -17.3% | -22.4% | +5.1% | -16.5% |
| YTD | -19.6% | -11.3% | -8.2% | -19.6% |
| 1Y | -21.0% | +13.5% | -34.5% | -22.5% |
| 3Y | -12.1% | +162.1% | -174.2% | -19.8% |
| 5Y | -17.1% | +84.2% | -101.3% | -25.5% |
| All | +69.1% | +133.2% | -64.1% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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