+74.2%
OTIS vs ESI
+459.7%
-385.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.2% |
| 7D | -0.7% | +3.3% | -4.1% | -1.7% |
| 30D | -2.0% | -5.9% | +3.9% | -0.5% |
| 3M | +2.6% | -14.1% | +16.7% | +5.7% |
| 6M | -20.9% | +6.6% | -27.5% | -24.9% |
| YTD | -17.1% | +45.0% | -62.1% | -29.7% |
| 1Y | -15.9% | +41.5% | -57.4% | -28.6% |
| 3Y | -12.7% | +78.8% | -91.5% | -34.3% |
| 5Y | -15.7% | +70.9% | -86.6% | -37.3% |
| All | +74.2% | +459.7% | -385.5% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling