-2.1%
OTIS vs ESI
+40.6%
-42.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | 0.0% |
| 7D | -3.0% | +8.3% | -11.3% | -4.7% |
| 30D | +14.0% | -10.4% | +24.4% | +16.2% |
| 3M | +4.9% | -13.2% | +18.1% | +7.4% |
| 6M | +5.4% | -23.9% | +29.2% | +10.5% |
| YTD | -10.2% | +34.2% | -44.4% | -22.7% |
| 1Y | -13.4% | +22.2% | -35.6% | -23.2% |
| 3Y | -0.7% | +79.2% | -79.9% | -27.3% |
| 5Y | -2.1% | +38.1% | -40.2% | -21.1% |
| All | -2.1% | +40.6% | -42.8% | -21.1% |
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