-16.5%
OTIS vs ETR
+122.3%
-138.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -3.0% | -1.8% | -1.2% | -2.5% |
| 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% | -18.1% |
| YTD | -19.6% | +16.0% | -35.6% | -23.2% |
| 1Y | -21.0% | +20.1% | -41.2% | -25.5% |
| 3Y | -12.1% | +143.6% | -155.7% | -35.3% |
| All | -16.5% | +122.3% | -138.8% | -37.9% |
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