-16.8%
OTIS vs ESI
+74.4%
-91.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -2.2% | +3.9% | -6.1% | -3.1% |
| 30D | -4.3% | -3.8% | -0.5% | -3.6% |
| 3M | -2.2% | -13.1% | +11.0% | +0.2% |
| 6M | -19.9% | +11.3% | -31.2% | -24.7% |
| YTD | -19.3% | +44.1% | -63.4% | -31.0% |
| 1Y | -19.6% | +40.3% | -59.9% | -31.0% |
| 3Y | -11.5% | +84.1% | -95.6% | -34.1% |
| 5Y | -16.8% | +75.8% | -92.6% | -39.7% |
| All | -16.8% | +74.4% | -91.2% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling