+33.0%
BLK vs OTIS
-17.8%
+50.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.6% |
| 7D | -3.3% | -3.0% | -0.3% | -1.5% |
| 30D | -6.5% | -6.0% | -0.5% | -3.0% |
| 3M | +6.7% | -0.9% | +7.6% | +6.8% |
| 6M | +14.7% | -17.3% | +32.1% | +27.9% |
| YTD | +2.5% | -19.6% | +22.1% | +15.9% |
| 1Y | -2.8% | -21.0% | +18.3% | +10.9% |
| 3Y | +65.9% | -12.1% | +77.9% | +65.9% |
| All | +33.0% | -17.8% | +50.8% | +28.9% |
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