+90.7%
OTIS vs ES
+5.8%
+84.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -1.3% | +2.7% | -4.0% | -2.1% |
| 30D | +12.8% | +7.6% | +5.2% | +10.3% |
| 3M | +7.4% | +0.5% | +6.9% | +7.1% |
| 6M | +7.7% | +7.6% | +0.1% | +5.3% |
| YTD | -9.3% | +10.2% | -19.5% | -12.3% |
| 1Y | -12.1% | +1.8% | -13.9% | -13.3% |
| 3Y | +0.6% | +55.4% | -54.7% | -15.0% |
| 5Y | -1.1% | +7.3% | -8.4% | -5.5% |
| All | +90.7% | +5.8% | +84.9% | +72.1% |
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