+69.6%
OTIS vs ES
+2.7%
+66.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -4.3% | -1.0% | -3.3% | -4.0% |
| 3M | -2.2% | +1.5% | -3.7% | -2.6% |
| 6M | -19.9% | -3.5% | -16.4% | -19.2% |
| YTD | -19.3% | +7.0% | -26.3% | -21.3% |
| 1Y | -19.6% | +15.3% | -34.9% | -23.9% |
| 3Y | -11.5% | +30.2% | -41.7% | -20.8% |
| 5Y | -16.8% | -4.3% | -12.5% | -17.6% |
| All | +69.6% | +2.7% | +66.9% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling