+69.1%
OTIS vs ESI
+433.7%
-364.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | -3.0% | -4.6% | +1.7% | -1.7% |
| 30D | -6.0% | -10.5% | +4.5% | -3.2% |
| 3M | -0.9% | -19.8% | +18.9% | +4.4% |
| 6M | -17.3% | +5.8% | -23.1% | -21.4% |
| YTD | -19.6% | +38.3% | -57.9% | -30.9% |
| 1Y | -21.0% | +31.5% | -52.5% | -31.4% |
| 3Y | -12.1% | +80.7% | -92.8% | -34.5% |
| 5Y | -17.1% | +69.4% | -86.5% | -38.4% |
| All | +69.1% | +433.7% | -364.7% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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