-62.9%
BAX vs OTIS
+115.8%
-178.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | -0.1% |
| 7D | +0.1% | -1.3% | +1.4% | +0.5% |
| 30D | +4.1% | +12.8% | -8.7% | -0.2% |
| 3M | -4.5% | +7.4% | -11.9% | -7.0% |
| 6M | +49.2% | +7.7% | +41.5% | +45.3% |
| YTD | +35.2% | -9.3% | +44.5% | +38.8% |
| 1Y | +38.3% | -12.1% | +50.4% | +43.4% |
| 3Y | -19.0% | +0.6% | -19.7% | -19.9% |
| 5Y | -64.2% | -1.1% | -63.1% | -64.9% |
| All | -62.9% | +115.8% | -178.6% | -69.6% |
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