+21.7%
BAC vs OTIS
-0.1%
+21.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | +1.5% | -3.0% | +4.5% | +2.9% |
| 30D | -6.4% | +14.0% | -20.4% | -12.0% |
| 3M | -21.7% | +4.9% | -26.6% | -23.6% |
| 6M | +0.5% | +5.4% | -4.9% | -2.5% |
| YTD | -6.7% | -10.2% | +3.5% | -2.5% |
| 1Y | -4.7% | -13.4% | +8.7% | +1.4% |
| 3Y | +96.1% | -0.7% | +96.8% | +83.6% |
| 5Y | +21.7% | -2.1% | +23.8% | +10.3% |
| All | +21.7% | -0.1% | +21.8% | +10.3% |
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 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