-32.0%
BAX vs OTIS
-10.9%
-21.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.1% | -3.0% |
| 7D | -2.4% | -0.8% | -1.7% | -2.1% |
| 30D | -9.7% | -4.7% | -5.0% | -7.8% |
| 3M | +29.3% | +1.2% | +28.0% | +28.8% |
| 6M | +40.7% | -20.5% | +61.2% | +53.7% |
| YTD | +30.3% | -18.4% | +48.7% | +40.6% |
| 1Y | +3.4% | -18.1% | +21.5% | +11.6% |
| 3Y | -32.0% | -10.6% | -21.5% | -30.0% |
| All | -32.0% | -10.9% | -21.1% | -30.0% |
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