+71.4%
OTIS vs EVRG
+87.9%
-16.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -0.8% | +0.9% | -1.6% | -1.1% |
| 30D | -4.7% | -0.5% | -4.2% | -4.6% |
| 3M | +1.2% | +1.5% | -0.3% | +0.7% |
| 6M | -20.5% | +1.2% | -21.7% | -20.8% |
| YTD | -18.4% | +16.3% | -34.8% | -22.4% |
| 1Y | -18.1% | +20.3% | -38.3% | -23.0% |
| 3Y | -10.6% | +72.3% | -82.9% | -25.3% |
| 5Y | -16.1% | +46.7% | -62.8% | -26.7% |
| All | +71.4% | +87.9% | -16.4% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling