+47.2%
BP vs OTIS
0.0%
+47.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -0.8% | -2.9% | +2.1% | -0.5% |
| 30D | -3.1% | +16.1% | -19.3% | -4.8% |
| 3M | +6.2% | +6.7% | -0.6% | +5.3% |
| 6M | +4.8% | +6.0% | -1.2% | +3.9% |
| YTD | +35.2% | -9.8% | +44.9% | +37.7% |
| 1Y | +27.4% | -12.3% | +39.8% | +30.8% |
| All | +47.2% | 0.0% | +47.2% | +44.3% |
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