+19.3%
BIL vs OTIS
+87.9%
-68.6%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +0.1% | -5.0% | +5.1% | +0.1% |
| 30D | +0.3% | -6.5% | +6.8% | +0.3% |
| 3M | +0.9% | -2.0% | +2.9% | +0.9% |
| 6M | +1.8% | -20.2% | +22.0% | +1.8% |
| YTD | +2.5% | -21.0% | +23.4% | +2.5% |
| 1Y | +3.7% | -20.9% | +24.5% | +3.7% |
| 3Y | +14.1% | -13.3% | +27.4% | +14.1% |
| 5Y | +19.4% | -18.5% | +38.0% | +19.4% |
| All | +19.3% | +87.9% | -68.6% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling