+0.6%
OTIS vs ETR
+155.2%
-154.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | -1.3% | +1.2% | -2.4% | -1.6% |
| 30D | +12.8% | +7.0% | +5.8% | +11.1% |
| 3M | +7.4% | +4.6% | +2.8% | +6.2% |
| 6M | +7.7% | +0.1% | +7.6% | +7.5% |
| YTD | -9.3% | +23.2% | -32.4% | -13.4% |
| 1Y | -12.1% | +20.6% | -32.7% | -15.7% |
| 3Y | +0.6% | +156.3% | -155.6% | -21.5% |
| All | +0.6% | +155.2% | -154.6% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling