+1.8%
OTIS vs ESTC
-52.1%
+53.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.5% |
| 7D | +1.7% | -3.6% | +5.3% | +2.0% |
| 30D | +18.5% | -11.2% | +29.6% | +19.5% |
| 3M | +7.9% | +14.3% | -6.5% | +5.9% |
| 6M | +5.7% | +67.0% | -61.3% | -0.4% |
| YTD | -9.1% | +15.7% | -24.7% | -11.5% |
| 1Y | -11.6% | -6.3% | -5.3% | -12.1% |
| 3Y | +0.6% | +14.5% | -13.9% | -6.6% |
| 5Y | +1.8% | -49.9% | +51.7% | -4.9% |
| All | +1.8% | -52.1% | +53.9% | -4.9% |
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