-18.5%
OTIS vs EVRG
+45.7%
-64.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -5.0% | -0.7% | -4.3% | -4.8% |
| 30D | -6.5% | 0.0% | -6.5% | -6.5% |
| 3M | -2.0% | -1.0% | -1.0% | -1.6% |
| 6M | -20.2% | +1.0% | -21.2% | -20.5% |
| YTD | -21.0% | +15.1% | -36.1% | -25.2% |
| 1Y | -20.9% | +17.6% | -38.4% | -25.9% |
| 3Y | -13.3% | +70.5% | -83.8% | -29.8% |
| 5Y | -18.5% | +48.9% | -67.4% | -31.7% |
| All | -18.5% | +45.7% | -64.2% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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