+69.1%
OTIS vs ETR
+209.7%
-140.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -3.0% | -1.8% | -1.2% | -2.4% |
| 30D | -6.0% | -1.8% | -4.3% | -5.6% |
| 3M | -0.9% | -3.6% | +2.7% | +0.1% |
| 6M | -17.3% | +2.6% | -19.9% | -18.2% |
| YTD | -19.6% | +16.0% | -35.6% | -23.3% |
| 1Y | -21.0% | +20.1% | -41.2% | -25.6% |
| 3Y | -12.1% | +143.6% | -155.7% | -34.7% |
| 5Y | -17.1% | +124.4% | -141.4% | -37.1% |
| All | +69.1% | +209.7% | -140.6% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling