+284.2%
BX vs OTIS
+91.3%
+192.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.3% |
| 7D | -5.6% | -3.0% | -2.6% | -3.7% |
| 30D | -12.2% | -6.0% | -6.2% | -8.5% |
| 3M | +7.4% | -0.9% | +8.3% | +7.7% |
| 6M | +22.2% | -17.3% | +39.5% | +37.8% |
| YTD | -14.0% | -19.6% | +5.6% | -1.5% |
| 1Y | -27.3% | -21.0% | -6.3% | -15.9% |
| 3Y | +24.5% | -12.1% | +36.6% | +30.2% |
| 5Y | +18.9% | -17.1% | +36.0% | +25.9% |
| All | +284.2% | +91.3% | +192.9% | +183.0% |
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 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