+7.2%
BP vs OTIS
+7.3%
-0.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +1.2% |
| 7D | +3.8% | -1.3% | +5.1% | +3.5% |
| 30D | -5.3% | +12.8% | -18.1% | -2.7% |
| 3M | +9.3% | +7.4% | +1.9% | +9.6% |
| 6M | +7.2% | +7.7% | -0.5% | +7.0% |
| All | +7.2% | +7.3% | -0.1% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling