+596.2%
BKR vs OTIS
+87.9%
+508.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.6% | -6.0% |
| 7D | -6.7% | -5.0% | -1.6% | -5.0% |
| 30D | -8.3% | -6.5% | -1.9% | -6.3% |
| 3M | -5.4% | -2.0% | -3.4% | -5.1% |
| 6M | +0.8% | -20.2% | +21.0% | +8.5% |
| YTD | +31.8% | -21.0% | +52.8% | +42.2% |
| 1Y | +28.6% | -20.9% | +49.4% | +38.4% |
| 3Y | +71.2% | -13.3% | +84.6% | +74.2% |
| 5Y | +179.2% | -18.5% | +197.8% | +186.2% |
| All | +596.2% | +87.9% | +508.2% | +477.2% |
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