+90.7%
OTIS vs ESTC
+102.6%
-11.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.1% |
| 7D | -1.3% | +2.4% | -3.7% | -1.5% |
| 30D | +12.8% | -4.2% | +17.0% | +13.0% |
| 3M | +7.4% | +2.5% | +4.9% | +6.6% |
| 6M | +7.7% | +81.5% | -73.8% | +1.1% |
| YTD | -9.3% | +16.8% | -26.1% | -11.7% |
| 1Y | -12.1% | -3.5% | -8.7% | -13.0% |
| 3Y | +0.6% | +17.7% | -17.1% | -5.9% |
| 5Y | -1.1% | -51.7% | +50.7% | -5.1% |
| All | +90.7% | +102.6% | -11.9% | +52.9% |
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