+141.1%
BP vs OTIS
-17.1%
+158.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | +4.0% | -2.2% | +6.1% | +4.5% |
| 30D | +7.8% | -4.3% | +12.2% | +8.9% |
| 3M | +8.4% | -2.2% | +10.5% | +8.5% |
| 6M | +15.1% | -19.9% | +35.0% | +21.4% |
| YTD | +36.4% | -19.3% | +55.7% | +43.2% |
| 1Y | +40.9% | -19.6% | +60.5% | +47.9% |
| 3Y | +38.8% | -11.5% | +50.4% | +38.8% |
| 5Y | +141.1% | -16.8% | +157.9% | +137.5% |
| All | +141.1% | -17.1% | +158.2% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling