+108.4%
BBY vs OTIS
+91.8%
+16.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.9% |
| 7D | +1.2% | -2.2% | +3.3% | +2.2% |
| 30D | +6.8% | -4.3% | +11.1% | +9.0% |
| 3M | +18.7% | -2.2% | +20.9% | +19.7% |
| 6M | +37.3% | -19.9% | +57.2% | +51.8% |
| YTD | +35.3% | -19.3% | +54.6% | +48.8% |
| 1Y | +20.7% | -19.6% | +40.2% | +32.9% |
| 3Y | +39.4% | -11.5% | +51.0% | +44.6% |
| 5Y | -1.5% | -16.8% | +15.3% | +2.2% |
| All | +108.4% | +91.8% | +16.5% | +78.8% |
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