-10.6%
BA vs OTIS
-9.8%
-0.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.7% | +1.0% |
| 7D | +5.9% | +9.5% | -3.6% | +3.2% |
| 30D | -8.2% | +21.1% | -29.3% | -13.0% |
| 3M | -25.4% | +9.0% | -34.4% | -26.8% |
| 6M | -20.0% | +6.4% | -26.4% | -21.1% |
| YTD | -18.5% | -7.1% | -11.4% | -16.2% |
| 1Y | -10.6% | -10.1% | -0.5% | -7.9% |
| All | -10.6% | -9.8% | -0.9% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling