-12.1%
OTIS vs ET
+96.2%
-108.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | -6.0% | +2.9% | -8.9% | -6.5% |
| 3M | -0.9% | +16.8% | -17.7% | -3.3% |
| 6M | -17.3% | +18.9% | -36.2% | -19.7% |
| YTD | -19.6% | +37.7% | -57.3% | -24.0% |
| 1Y | -21.0% | +32.4% | -53.5% | -24.8% |
| 3Y | -12.1% | +99.5% | -111.6% | -26.3% |
| All | -12.1% | +96.2% | -108.3% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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