+136.4%
BAC vs OTIS
-10.9%
+147.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.1% |
| 7D | +1.2% | -0.8% | +1.9% | +1.4% |
| 30D | -0.7% | -4.7% | +4.0% | +0.9% |
| 3M | +16.9% | +1.2% | +15.7% | +16.1% |
| 6M | +29.6% | -20.5% | +50.1% | +39.8% |
| YTD | +15.3% | -18.4% | +33.7% | +23.0% |
| 1Y | +28.8% | -18.1% | +46.9% | +37.0% |
| 3Y | +136.4% | -10.6% | +147.0% | +115.5% |
| All | +136.4% | -10.9% | +147.3% | +115.5% |
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