+66.1%
OTIS vs ESTC
+91.9%
-25.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.5% | -1.7% |
| 7D | -5.0% | -13.2% | +8.1% | -3.8% |
| 30D | -6.5% | +9.3% | -15.8% | -7.5% |
| 3M | -2.0% | +37.3% | -39.3% | -5.2% |
| 6M | -20.2% | +61.0% | -81.2% | -24.3% |
| YTD | -21.0% | +10.7% | -31.6% | -22.5% |
| 1Y | -20.9% | -7.2% | -13.7% | -21.3% |
| 3Y | -13.3% | +7.2% | -20.5% | -18.1% |
| 5Y | -18.5% | -47.7% | +29.2% | -22.0% |
| All | +66.1% | +91.9% | -25.8% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling