+71.4%
OTIS vs ETR
+219.1%
-147.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.0% |
| 7D | -0.8% | +1.4% | -2.2% | -1.2% |
| 30D | -4.7% | +1.9% | -6.6% | -5.3% |
| 3M | +1.2% | +1.0% | +0.2% | +0.8% |
| 6M | -20.5% | +4.8% | -25.4% | -21.8% |
| YTD | -18.4% | +19.5% | -38.0% | -22.9% |
| 1Y | -18.1% | +28.1% | -46.2% | -24.3% |
| 3Y | -10.6% | +151.1% | -161.7% | -34.2% |
| 5Y | -16.1% | +125.2% | -141.2% | -36.4% |
| All | +71.4% | +219.1% | -147.7% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling