-16.8%
OTIS vs ESTC
-46.4%
+29.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | -2.2% | -3.3% | +1.2% | -1.9% |
| 30D | -4.3% | +13.4% | -17.8% | -5.7% |
| 3M | -2.2% | +41.3% | -43.5% | -5.8% |
| 6M | -19.9% | +62.6% | -82.5% | -24.3% |
| YTD | -19.3% | +14.8% | -34.1% | -21.2% |
| 1Y | -19.6% | -5.1% | -14.5% | -20.1% |
| 3Y | -11.5% | +11.2% | -22.7% | -17.4% |
| 5Y | -16.8% | -47.0% | +30.2% | -20.9% |
| All | -16.8% | -46.4% | +29.6% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling