+1,227.8%
BE vs OTIS
-17.1%
+1,244.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.1% |
| 7D | +23.9% | -2.2% | +26.1% | +25.7% |
| 30D | +27.8% | -4.3% | +32.2% | +31.6% |
| 3M | +3.7% | -2.2% | +5.9% | +3.3% |
| 6M | +78.0% | -19.9% | +97.9% | +106.5% |
| YTD | +209.9% | -19.3% | +229.2% | +252.1% |
| 1Y | +389.6% | -19.6% | +409.2% | +454.3% |
| 3Y | +1,730.6% | -11.5% | +1,742.1% | +1,668.6% |
| 5Y | +1,227.8% | -16.8% | +1,244.6% | +1,114.8% |
| All | +1,227.8% | -17.1% | +1,244.9% | +1,114.8% |
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 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