+245.8%
BAC vs OTIS
+97.1%
+148.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.1% | -0.7% | +1.8% | +1.4% |
| 30D | -0.4% | -2.0% | +1.6% | +0.5% |
| 3M | +16.9% | +2.6% | +14.3% | +15.0% |
| 6M | +26.6% | -20.9% | +47.5% | +41.2% |
| YTD | +15.8% | -17.1% | +32.9% | +25.8% |
| 1Y | +27.2% | -15.9% | +43.1% | +36.9% |
| 3Y | +132.4% | -12.7% | +145.2% | +138.5% |
| 5Y | +72.6% | -15.7% | +88.3% | +76.6% |
| All | +245.8% | +97.1% | +148.7% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling