+289.9%
BNY vs OTIS
-12.3%
+302.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.4% |
| 7D | -1.3% | -3.0% | +1.6% | -0.6% |
| 30D | -0.2% | -6.0% | +5.9% | +1.3% |
| 3M | +14.9% | -0.9% | +15.8% | +14.8% |
| 6M | +40.0% | -17.3% | +57.3% | +46.7% |
| YTD | +42.0% | -19.6% | +61.5% | +49.4% |
| 1Y | +56.9% | -21.0% | +77.9% | +65.7% |
| 3Y | +289.9% | -12.1% | +302.0% | +271.0% |
| All | +289.9% | -12.3% | +302.1% | +271.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling