+551.2%
BNY vs OTIS
+91.3%
+459.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.7% |
| 7D | -1.3% | -3.0% | +1.6% | -0.1% |
| 30D | -0.2% | -6.0% | +5.9% | +2.4% |
| 3M | +14.9% | -0.9% | +15.8% | +14.8% |
| 6M | +40.0% | -17.3% | +57.3% | +51.1% |
| YTD | +42.0% | -19.6% | +61.5% | +54.5% |
| 1Y | +56.9% | -21.0% | +77.9% | +71.8% |
| 3Y | +289.9% | -12.1% | +302.0% | +294.3% |
| 5Y | +259.2% | -17.1% | +276.3% | +266.1% |
| All | +551.2% | +91.3% | +459.9% | +389.1% |
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