-8.8%
BA vs OTIS
-17.7%
+8.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +2.5% | -0.8% | +3.2% | +2.7% |
| 30D | -10.1% | -4.7% | -5.4% | -8.9% |
| 3M | -2.4% | +1.2% | -3.6% | -3.0% |
| 6M | -8.8% | -20.5% | +11.7% | -5.0% |
| YTD | -2.9% | -18.4% | +15.5% | +1.2% |
| 1Y | -8.8% | -18.1% | +9.3% | -3.4% |
| All | -8.8% | -17.7% | +8.9% | -3.4% |
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