-10.1%
BA vs OTIS
+4.7%
-14.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +1.1% | +4.2% | -3.2% | 0.0% |
| 30D | -7.9% | +20.1% | -28.0% | -12.3% |
| 3M | -25.3% | +7.6% | -32.9% | -26.7% |
| 6M | -24.6% | +4.2% | -28.8% | -25.5% |
| YTD | -20.1% | -8.1% | -12.1% | -18.6% |
| 1Y | -11.8% | -11.5% | -0.2% | -9.2% |
| 3Y | -10.1% | +3.8% | -13.9% | -15.2% |
| All | -10.1% | +4.7% | -14.8% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling