-15.9%
OTIS vs ESTC
+7.3%
-23.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.4% |
| 7D | -0.7% | -8.1% | +7.4% | -0.8% |
| 30D | -2.0% | +31.7% | -33.7% | -1.5% |
| 3M | +2.6% | +41.1% | -38.5% | +3.2% |
| 6M | -20.9% | +77.1% | -98.0% | -20.1% |
| YTD | -17.1% | +21.7% | -38.8% | -16.3% |
| 1Y | -15.9% | +8.4% | -24.3% | -15.3% |
| All | -15.9% | +7.3% | -23.2% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling