+89.6%
OTIS vs ESTC
+100.7%
-11.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -2.9% | -2.6% | -0.2% | -2.7% |
| 30D | +16.1% | -8.6% | +24.7% | +16.8% |
| 3M | +6.7% | +14.4% | -7.6% | +4.9% |
| 6M | +6.0% | +73.3% | -67.3% | -0.1% |
| YTD | -9.8% | +15.7% | -25.5% | -12.1% |
| 1Y | -12.3% | -7.6% | -4.8% | -12.8% |
| 3Y | -0.2% | +14.6% | -14.8% | -6.5% |
| 5Y | +1.0% | -50.0% | +51.0% | -3.3% |
| All | +89.6% | +100.7% | -11.1% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling