+8.6%
BND vs OTIS
+93.9%
-85.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | -0.4% | -4.7% | +4.4% | -0.2% |
| 3M | -0.2% | +1.2% | -1.5% | -0.3% |
| 6M | -1.2% | -20.5% | +19.4% | -0.5% |
| YTD | -0.3% | -18.4% | +18.1% | +0.3% |
| 1Y | +0.4% | -18.1% | +18.5% | +1.0% |
| 3Y | +13.4% | -10.6% | +24.0% | +13.7% |
| 5Y | -1.5% | -16.1% | +14.6% | -1.7% |
| All | +8.6% | +93.9% | -85.4% | +9.4% |
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