-22.1%
BA vs OTIS
+4.5%
-26.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | +1.1% | +4.2% | -3.2% | -1.0% |
| 30D | -7.9% | +20.1% | -28.0% | -16.0% |
| 3M | -25.3% | +7.6% | -32.9% | -28.1% |
| 6M | -24.6% | +4.2% | -28.8% | -26.5% |
| YTD | -20.1% | -8.1% | -12.1% | -17.2% |
| 1Y | -11.8% | -11.5% | -0.2% | -6.7% |
| 3Y | -10.1% | +3.8% | -13.9% | -20.2% |
| All | -22.1% | +4.5% | -26.6% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling