+0.6%
OTIS vs ETR
+157.6%
-157.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.6% |
| 3M | +7.4% | +4.6% | +2.8% | +5.9% |
| 6M | +7.7% | +0.1% | +7.6% | +7.5% |
| YTD | -9.3% | +23.2% | -32.4% | -15.0% |
| 1Y | -12.1% | +20.6% | -32.7% | -17.2% |
| 3Y | +0.6% | +156.3% | -155.6% | -27.8% |
| All | +0.6% | +157.6% | -157.0% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling