+16.0%
BX vs OTIS
-19.0%
+35.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -1.2% |
| 7D | -8.9% | -5.0% | -3.9% | -5.0% |
| 30D | -14.8% | -6.5% | -8.3% | -10.1% |
| 3M | +6.9% | -2.0% | +8.9% | +8.2% |
| 6M | +16.3% | -20.2% | +36.5% | +38.4% |
| YTD | -16.1% | -21.0% | +4.9% | +0.2% |
| 1Y | -26.8% | -20.9% | -5.9% | -13.0% |
| 3Y | +22.4% | -13.3% | +35.8% | +23.8% |
| 5Y | +16.0% | -18.5% | +34.5% | +16.0% |
| All | +16.0% | -19.0% | +35.0% | +16.0% |
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 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