-16.2%
BA vs OTIS
+0.6%
-16.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.3% |
| 7D | -1.1% | -1.3% | +0.2% | -0.8% |
| 30D | -7.1% | +12.8% | -19.9% | -10.0% |
| 3M | -25.5% | +7.4% | -32.9% | -26.9% |
| 6M | -28.7% | +7.7% | -36.4% | -30.2% |
| YTD | -21.0% | -9.3% | -11.7% | -19.2% |
| 1Y | -11.9% | -12.1% | +0.2% | -9.2% |
| 3Y | -16.2% | +0.6% | -16.8% | -21.3% |
| All | -16.2% | +0.6% | -16.7% | -21.3% |
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 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