+74.2%
OTIS vs ES
+3.6%
+70.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -2.0% | -2.0% | 0.0% | -1.4% |
| 3M | +2.6% | +1.7% | +0.9% | +2.0% |
| 6M | -20.9% | -3.5% | -17.4% | -20.2% |
| YTD | -17.1% | +7.9% | -25.0% | -19.4% |
| 1Y | -15.9% | +17.2% | -33.1% | -20.8% |
| 3Y | -12.7% | +29.3% | -42.0% | -21.7% |
| 5Y | -15.7% | -5.7% | -10.0% | -16.1% |
| All | +74.2% | +3.6% | +70.7% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling