+283.5%
BP vs OTIS
+91.3%
+192.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.4% |
| 7D | +5.2% | -3.0% | +8.2% | +6.0% |
| 30D | +8.7% | -6.0% | +14.7% | +10.3% |
| 3M | +9.3% | -0.9% | +10.2% | +9.2% |
| 6M | +13.6% | -17.3% | +30.9% | +18.8% |
| YTD | +37.7% | -19.6% | +57.2% | +44.9% |
| 1Y | +40.6% | -21.0% | +61.7% | +48.7% |
| 3Y | +40.3% | -12.1% | +52.4% | +41.6% |
| 5Y | +141.4% | -17.1% | +158.5% | +143.5% |
| All | +283.5% | +91.3% | +192.2% | +235.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling