+77.4%
BA vs OTIS
+116.3%
-38.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | 0.0% | +1.7% | -1.7% | -0.8% |
| 30D | -8.9% | +18.5% | -27.4% | -16.6% |
| 3M | -25.5% | +7.9% | -33.4% | -28.6% |
| 6M | -27.0% | +5.7% | -32.6% | -29.4% |
| YTD | -20.1% | -9.1% | -11.1% | -16.8% |
| 1Y | -11.0% | -11.6% | +0.6% | -6.0% |
| 3Y | -11.8% | +0.6% | -12.4% | -17.3% |
| 5Y | -20.6% | +1.8% | -22.5% | -27.0% |
| All | +77.4% | +116.3% | -38.8% | +22.3% |
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