-10.6%
OTIS vs ESTC
+11.7%
-22.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.5% |
| 7D | -0.8% | -4.3% | +3.5% | -0.6% |
| 30D | -4.7% | +17.7% | -22.5% | -5.5% |
| 3M | +1.2% | +42.3% | -41.1% | -0.5% |
| 6M | -20.5% | +64.6% | -85.1% | -22.6% |
| YTD | -18.4% | +17.2% | -35.7% | -19.2% |
| 1Y | -18.1% | -4.2% | -13.9% | -17.9% |
| 3Y | -10.6% | +13.5% | -24.1% | -12.1% |
| All | -10.6% | +11.7% | -22.3% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling