+78.6%
BA vs OTIS
+114.5%
-35.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -1.4% | -2.9% | +1.5% | +0.1% |
| 30D | -7.9% | +16.1% | -24.0% | -14.8% |
| 3M | -25.2% | +6.7% | -31.9% | -27.9% |
| 6M | -26.7% | +6.0% | -32.7% | -29.3% |
| YTD | -19.6% | -9.8% | -9.8% | -15.9% |
| 1Y | -10.6% | -12.3% | +1.8% | -5.1% |
| 3Y | -11.2% | -0.2% | -11.0% | -16.4% |
| 5Y | -20.4% | +1.0% | -21.4% | -26.5% |
| All | +78.6% | +114.5% | -35.9% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling